+2,926.4%
V vs CHD
+858.7%
+2,067.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -1.7% | -2.7% | +1.0% | -0.6% |
| 30D | +2.0% | -4.6% | +6.6% | +4.0% |
| 3M | +17.4% | +5.0% | +12.3% | +14.9% |
| 6M | +17.5% | -3.2% | +20.7% | +18.6% |
| YTD | +7.6% | +18.6% | -11.1% | -0.8% |
| 1Y | +7.7% | +4.8% | +2.9% | +4.3% |
| 3Y | +54.7% | +6.1% | +48.5% | +46.6% |
| 5Y | +73.0% | +24.0% | +49.1% | +49.2% |
| 10Y | +390.9% | +124.5% | +266.4% | +190.8% |
| All | +2,926.4% | +858.7% | +2,067.7% | +547.6% |
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