-68.0%
U vs CHD
+21.8%
-89.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.7% | +2.5% |
| 7D | +4.5% | -2.9% | +7.4% | +4.3% |
| 30D | -0.6% | -6.2% | +5.6% | -1.0% |
| 3M | +48.4% | +1.6% | +46.9% | +48.7% |
| 6M | +115.4% | -3.5% | +118.9% | +114.7% |
| YTD | -3.2% | +16.2% | -19.4% | -3.0% |
| 1Y | -6.0% | +3.4% | -9.4% | -5.4% |
| 3Y | +13.5% | +4.6% | +8.8% | +11.6% |
| 5Y | -68.0% | +21.1% | -89.1% | -70.0% |
| All | -68.0% | +21.8% | -89.8% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling