+554.0%
XYZ vs CHD
+195.6%
+358.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.2% |
| 7D | +12.1% | +2.0% | +10.2% | +11.6% |
| 30D | +12.4% | +13.0% | -0.6% | +8.8% |
| 3M | +8.2% | +6.1% | +2.1% | +6.5% |
| 6M | +20.7% | +15.9% | +4.8% | +15.9% |
| YTD | +31.3% | +31.6% | -0.3% | +21.3% |
| 1Y | +20.5% | +28.5% | -7.9% | +12.0% |
| 3Y | +72.6% | +30.5% | +42.2% | +55.8% |
| 5Y | -64.0% | +30.7% | -94.7% | -68.4% |
| 10Y | +601.8% | +184.2% | +417.6% | +400.7% |
| All | +554.0% | +195.6% | +358.5% | +342.7% |
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