+8,398.6%
TPR vs CHD
+4,924.7%
+3,474.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | +14.2% | +2.0% | +12.2% | +13.3% |
| 30D | +17.1% | +13.0% | +4.1% | +11.6% |
| 3M | -17.7% | +6.1% | -23.8% | -19.7% |
| 6M | -10.2% | +15.9% | -26.0% | -15.4% |
| YTD | +4.9% | +31.6% | -26.7% | -6.3% |
| 1Y | +36.1% | +28.5% | +7.7% | +22.6% |
| 3Y | +416.5% | +30.5% | +386.0% | +351.0% |
| 5Y | +254.8% | +30.7% | +224.1% | +202.5% |
| 10Y | +391.7% | +184.2% | +207.5% | +174.9% |
| All | +8,398.6% | +4,924.7% | +3,474.0% | +1,338.0% |
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