+3.7%
U vs CHD
+7.1%
-3.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.8% | -2.7% | -1.1% | -5.1% |
| 30D | +17.5% | -4.6% | +22.1% | +14.6% |
| 3M | +38.7% | +5.0% | +33.7% | +43.5% |
| 6M | +104.4% | -3.2% | +107.6% | +93.6% |
| YTD | -5.7% | +18.6% | -24.3% | +5.0% |
| 1Y | +3.7% | +4.8% | -1.1% | +7.8% |
| All | +3.7% | +7.1% | -3.4% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling