+14,183.4%
TER vs CHD
+10,220.8%
+3,962.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.6% | -2.7% | +3.3% | +1.3% |
| 30D | -8.3% | -4.6% | -3.7% | -7.3% |
| 3M | -12.2% | +5.0% | -17.2% | -14.3% |
| 6M | +17.1% | -3.2% | +20.3% | +16.8% |
| YTD | +84.7% | +18.6% | +66.0% | +73.9% |
| 1Y | +199.9% | +4.8% | +195.1% | +190.5% |
| 3Y | +232.8% | +6.1% | +226.6% | +214.7% |
| 5Y | +198.6% | +24.0% | +174.6% | +165.7% |
| 10Y | +1,669.7% | +124.5% | +1,545.3% | +1,171.3% |
| All | +14,183.4% | +10,220.8% | +3,962.6% | +4,285.3% |
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