-53.6%
Z vs CHD
+30.9%
-84.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.6% | +6.8% | +8.2% |
| 7D | +10.2% | +6.9% | +3.2% | +7.3% |
| 30D | +23.7% | +17.1% | +6.6% | +17.6% |
| 3M | -6.6% | +9.1% | -15.7% | -9.8% |
| 6M | -23.0% | +21.4% | -44.4% | -25.6% |
| YTD | -50.3% | +34.9% | -85.2% | -55.2% |
| 1Y | -53.6% | +31.0% | -84.6% | -57.2% |
| All | -53.6% | +30.9% | -84.5% | -57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling