-72.4%
U vs CHD
+31.6%
-103.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | +24.4% | +2.4% | +22.0% | +24.6% |
| 30D | +7.4% | +13.9% | -6.5% | +8.6% |
| 3M | +16.8% | +8.5% | +8.3% | +17.7% |
| 6M | +78.8% | +20.4% | +58.4% | +81.7% |
| YTD | +14.0% | +34.5% | -20.6% | +15.5% |
| 1Y | +16.7% | +33.8% | -17.0% | +18.3% |
| 3Y | +86.4% | +29.1% | +57.2% | +82.2% |
| All | -72.4% | +31.6% | -103.9% | -73.5% |
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