+8,630.0%
TER vs CHD
+11,349.8%
-2,719.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.0% |
| 7D | -20.5% | +2.0% | -22.4% | -21.0% |
| 30D | -47.0% | +13.0% | -60.0% | -48.9% |
| 3M | -43.3% | +6.1% | -49.4% | -44.5% |
| 6M | -42.9% | +15.9% | -58.8% | -46.0% |
| YTD | +12.9% | +31.6% | -18.7% | +2.9% |
| 1Y | +18.2% | +28.5% | -10.3% | +8.3% |
| 3Y | +151.8% | +30.5% | +121.3% | +124.2% |
| 5Y | +54.2% | +30.7% | +23.5% | +35.1% |
| 10Y | +908.2% | +184.2% | +724.0% | +573.7% |
| All | +8,630.0% | +11,349.8% | -2,719.8% | +2,495.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling