+8,438.8%
USB vs CHD
+10,220.8%
-1,782.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +1.4% | -2.7% | +4.1% | +2.1% |
| 30D | -1.3% | -4.6% | +3.3% | -0.2% |
| 3M | +15.2% | +5.0% | +10.2% | +13.8% |
| 6M | +18.8% | -3.2% | +22.0% | +19.5% |
| YTD | +21.0% | +18.6% | +2.4% | +15.8% |
| 1Y | +34.0% | +4.8% | +29.2% | +31.8% |
| 3Y | +95.3% | +6.1% | +89.2% | +89.4% |
| 5Y | +40.4% | +24.0% | +16.4% | +29.7% |
| 10Y | +107.3% | +124.5% | -17.1% | +60.5% |
| All | +8,438.8% | +10,220.8% | -1,782.0% | +3,086.9% |
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