+159.2%
W vs CHD
+128.6%
+30.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.6% |
| 7D | +5.9% | -4.2% | +10.1% | +7.4% |
| 30D | -3.0% | -7.6% | +4.5% | -0.5% |
| 3M | +40.3% | -1.6% | +41.9% | +41.4% |
| 6M | +32.2% | -6.3% | +38.5% | +35.2% |
| YTD | -0.3% | +14.6% | -14.9% | -5.2% |
| 1Y | +16.2% | +1.6% | +14.6% | +14.9% |
| 3Y | +40.7% | +3.1% | +37.6% | +33.5% |
| 5Y | -62.3% | +21.1% | -83.4% | -67.5% |
| All | +159.2% | +128.6% | +30.6% | +114.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling