+62.6%
XYZ vs CHD
+31.2%
+31.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +2.7% |
| 7D | -1.1% | +3.6% | -4.7% | -1.4% |
| 30D | +11.5% | +10.4% | +1.1% | +10.8% |
| 3M | +1.8% | +12.2% | -10.4% | +1.0% |
| 6M | +21.2% | +19.9% | +1.3% | +20.3% |
| YTD | +29.9% | +36.4% | -6.5% | +29.0% |
| 1Y | +35.8% | +35.1% | +0.6% | +34.7% |
| 3Y | +62.6% | +29.2% | +33.4% | +66.6% |
| All | +62.6% | +31.2% | +31.4% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling