+566.1%
XYZ vs CHD
+191.9%
+374.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.8% | -4.0% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | +7.0% | +11.6% | -4.6% | +3.9% |
| 3M | +5.1% | +10.7% | -5.6% | +2.2% |
| 6M | +14.1% | +20.2% | -6.2% | +8.3% |
| YTD | +26.4% | +34.5% | -8.1% | +15.7% |
| 1Y | +25.1% | +32.6% | -7.5% | +15.0% |
| 3Y | +59.7% | +29.1% | +30.6% | +44.3% |
| 5Y | -63.8% | +31.5% | -95.3% | -68.5% |
| All | +566.1% | +191.9% | +374.1% | +378.3% |
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 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