+199.8%
TER vs CHD
+7.1%
+192.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.5% | +5.4% |
| 7D | +0.6% | -2.7% | +3.3% | -1.4% |
| 30D | -8.3% | -4.6% | -3.7% | -11.0% |
| 3M | -12.2% | +5.0% | -17.3% | -8.6% |
| 6M | +17.0% | -3.2% | +20.2% | +16.9% |
| YTD | +84.6% | +18.6% | +66.0% | +113.0% |
| 1Y | +199.8% | +4.8% | +195.0% | +196.4% |
| All | +199.8% | +7.1% | +192.8% | +196.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling