+43.2%
TER vs CHD
+30.9%
+12.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.6% | -9.4% | -4.6% |
| 7D | -19.9% | +6.9% | -26.8% | -14.9% |
| 30D | -43.5% | +17.1% | -60.7% | -35.6% |
| 3M | -37.8% | +9.1% | -46.9% | -32.0% |
| 6M | -25.6% | +21.4% | -46.9% | -14.7% |
| YTD | +29.8% | +34.9% | -5.0% | +59.7% |
| 1Y | +43.2% | +31.0% | +12.1% | +73.8% |
| All | +43.2% | +30.9% | +12.2% | +73.8% |
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