+1,895.7%
TER vs CHD
+123.8%
+1,771.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.2% |
| 7D | +12.4% | -4.2% | +16.5% | +12.7% |
| 30D | +5.1% | -7.6% | +12.7% | +5.7% |
| 3M | +4.0% | -1.6% | +5.6% | +3.7% |
| 6M | +29.5% | -6.3% | +35.8% | +29.9% |
| YTD | +98.5% | +14.6% | +83.9% | +93.5% |
| 1Y | +234.1% | +1.6% | +232.5% | +231.1% |
| 3Y | +289.0% | +3.1% | +285.9% | +277.7% |
| 5Y | +228.2% | +21.1% | +207.1% | +199.5% |
| 10Y | +1,895.7% | +128.6% | +1,767.1% | +1,441.1% |
| All | +1,895.7% | +123.8% | +1,771.8% | +1,441.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling