-26.6%
U vs CHD
+32.8%
-59.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | +2.8% | +0.4% | +2.5% | +2.9% |
| 30D | +7.6% | +11.6% | -4.0% | +8.1% |
| 3M | +12.7% | +10.7% | +2.0% | +13.2% |
| 6M | +87.0% | +20.2% | +66.7% | +88.4% |
| YTD | +13.6% | +34.5% | -20.9% | +13.7% |
| 1Y | +25.3% | +32.6% | -7.3% | +25.4% |
| 3Y | +85.8% | +29.1% | +56.7% | +80.4% |
| 5Y | -74.5% | +31.5% | -106.0% | -77.1% |
| All | -26.6% | +32.8% | -59.4% | -29.5% |
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 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