+8,026.5%
USB vs CHD
+11,559.2%
-3,532.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -1.5% | +5.0% | -6.5% | -2.6% |
| 30D | +4.3% | +15.3% | -11.0% | +0.8% |
| 3M | -6.1% | +7.7% | -13.8% | -7.8% |
| 6M | +9.4% | +19.8% | -10.4% | +4.6% |
| YTD | +15.2% | +34.0% | -18.9% | +7.0% |
| 1Y | +32.8% | +30.1% | +2.6% | +24.1% |
| 3Y | +91.3% | +33.0% | +58.3% | +75.9% |
| 5Y | +22.7% | +33.1% | -10.5% | +11.5% |
| 10Y | +97.0% | +189.4% | -92.4% | +43.4% |
| All | +8,026.5% | +11,559.2% | -3,532.7% | +2,845.1% |
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