-58.7%
Z vs CHD
+7.1%
-65.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.0% | -2.7% | -0.3% | -2.1% |
| 30D | -4.2% | -4.6% | +0.4% | -2.8% |
| 3M | -3.7% | +5.0% | -8.7% | -4.3% |
| 6M | -24.5% | -3.2% | -21.3% | -24.4% |
| YTD | -49.3% | +18.6% | -67.9% | -54.0% |
| 1Y | -58.7% | +4.8% | -63.5% | -58.5% |
| All | -58.7% | +7.1% | -65.7% | -58.5% |
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