+209.8%
W vs CHD
+274.4%
-64.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.8% | +3.9% |
| 7D | +3.3% | +0.8% | +2.5% | +3.1% |
| 30D | +10.5% | +13.5% | -2.9% | +5.7% |
| 3M | +9.6% | +8.1% | +1.5% | +6.6% |
| 6M | +76.4% | +19.9% | +56.5% | +66.0% |
| YTD | +16.4% | +34.0% | -17.6% | +4.6% |
| 1Y | +9.3% | +29.8% | -20.5% | -0.7% |
| 3Y | +172.8% | +28.7% | +144.1% | +138.6% |
| 5Y | -53.4% | +31.8% | -85.2% | -60.7% |
| 10Y | +243.6% | +178.2% | +65.5% | +137.2% |
| All | +209.8% | +274.4% | -64.5% | +30.2% |
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