+163.6%
W vs CHD
+231.5%
-67.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.5% |
| 7D | -4.2% | -2.7% | -1.5% | -3.2% |
| 30D | -7.6% | -4.6% | -2.9% | -6.1% |
| 3M | +37.2% | +5.0% | +32.1% | +35.1% |
| 6M | +26.3% | -3.2% | +29.5% | +27.7% |
| YTD | -1.0% | +18.6% | -19.6% | -7.1% |
| 1Y | +20.1% | +4.8% | +15.3% | +17.4% |
| 3Y | +37.8% | +6.1% | +31.7% | +29.4% |
| 5Y | -63.7% | +24.0% | -87.6% | -68.8% |
| 10Y | +156.3% | +124.5% | +31.9% | +91.6% |
| All | +163.6% | +231.5% | -67.9% | +15.7% |
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