+219.1%
TER vs CHD
+21.8%
+197.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +3.9% |
| 7D | +11.0% | -2.9% | +13.9% | +10.4% |
| 30D | -1.9% | -6.2% | +4.3% | -2.7% |
| 3M | -0.7% | +1.6% | -2.2% | -0.3% |
| 6M | +36.4% | -3.5% | +39.9% | +36.4% |
| YTD | +92.4% | +16.2% | +76.2% | +94.8% |
| 1Y | +213.5% | +3.4% | +210.1% | +217.3% |
| 3Y | +277.2% | +4.6% | +272.6% | +276.1% |
| 5Y | +219.1% | +21.1% | +198.0% | +200.9% |
| All | +219.1% | +21.8% | +197.3% | +200.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling