+7,716.4%
TPR vs CHD
+4,429.2%
+3,287.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | -2.7% | +0.4% | -1.3% |
| 30D | -23.0% | -4.6% | -18.3% | -21.5% |
| 3M | -12.5% | +5.0% | -17.5% | -14.3% |
| 6M | -21.4% | -3.2% | -18.2% | -20.6% |
| YTD | -3.5% | +18.6% | -22.2% | -10.2% |
| 1Y | +17.4% | +4.8% | +12.5% | +14.2% |
| 3Y | +291.3% | +6.1% | +285.1% | +270.5% |
| 5Y | +241.9% | +24.0% | +217.9% | +196.8% |
| 10Y | +322.7% | +124.5% | +198.2% | +162.1% |
| All | +7,716.4% | +4,429.2% | +3,287.2% | +1,278.2% |
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 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