+151.8%
TER vs CHD
+30.6%
+121.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +1.6% |
| 7D | -20.5% | +2.0% | -22.4% | -19.5% |
| 30D | -47.0% | +13.0% | -60.0% | -43.3% |
| 3M | -43.3% | +6.1% | -49.4% | -40.8% |
| 6M | -42.9% | +15.9% | -58.8% | -37.7% |
| YTD | +12.9% | +31.6% | -18.7% | +28.9% |
| 1Y | +18.2% | +28.5% | -10.3% | +34.1% |
| 3Y | +151.8% | +30.5% | +121.3% | +196.1% |
| All | +151.8% | +30.6% | +121.2% | +196.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling