-62.1%
W vs CHD
+21.8%
-83.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.6% | +1.1% |
| 7D | +6.5% | -2.9% | +9.4% | +7.3% |
| 30D | -6.2% | -6.2% | 0.0% | -4.6% |
| 3M | +48.9% | +1.6% | +47.3% | +48.8% |
| 6M | +31.2% | -3.5% | +34.7% | +32.3% |
| YTD | -0.4% | +16.2% | -16.7% | -4.2% |
| 1Y | +14.8% | +3.4% | +11.4% | +13.7% |
| 3Y | +40.5% | +4.6% | +35.9% | +32.1% |
| 5Y | -62.1% | +21.1% | -83.3% | -72.3% |
| All | -62.1% | +21.8% | -83.9% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling