+101,053.8%
TECH vs CHD
+10,220.8%
+90,833.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | -2.7% | +2.8% | +0.7% |
| 30D | +0.7% | -4.6% | +5.3% | +1.7% |
| 3M | +36.3% | +5.0% | +31.3% | +34.6% |
| 6M | +25.6% | -3.2% | +28.8% | +26.0% |
| YTD | +23.7% | +18.6% | +5.1% | +18.4% |
| 1Y | +37.6% | +4.8% | +32.8% | +35.4% |
| 3Y | -6.6% | +6.1% | -12.7% | -9.1% |
| 5Y | -42.2% | +24.0% | -66.2% | -46.2% |
| 10Y | +187.6% | +124.5% | +63.1% | +129.7% |
| All | +101,053.8% | +10,220.8% | +90,833.0% | +41,637.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling