+25.3%
U vs CHD
+32.9%
-7.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +0.9% |
| 7D | +2.8% | +0.4% | +2.5% | +3.1% |
| 30D | +7.6% | +11.6% | -4.0% | +15.5% |
| 3M | +12.7% | +10.7% | +2.0% | +19.9% |
| 6M | +87.0% | +20.2% | +66.7% | +113.9% |
| YTD | +13.6% | +34.5% | -20.9% | +52.6% |
| 1Y | +25.3% | +32.6% | -7.3% | +67.3% |
| All | +25.3% | +32.9% | -7.7% | +67.3% |
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 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