+33.6%
TER vs CHD
+31.5%
+2.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | +0.1% |
| 7D | -8.9% | +2.4% | -11.3% | -7.2% |
| 30D | -39.1% | +13.9% | -53.0% | -32.0% |
| 3M | -32.8% | +8.5% | -41.3% | -27.0% |
| 6M | -31.7% | +20.4% | -52.1% | -22.1% |
| YTD | +26.9% | +34.5% | -7.6% | +56.4% |
| 1Y | +33.6% | +33.8% | -0.2% | +64.2% |
| All | +33.6% | +31.5% | +2.1% | +64.2% |
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