-16.1%
Z vs CHD
+182.8%
-198.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.0% |
| 7D | -4.6% | +2.0% | -6.5% | -4.9% |
| 30D | +8.3% | +13.0% | -4.7% | +5.4% |
| 3M | -11.6% | +6.1% | -17.7% | -12.7% |
| 6M | -33.6% | +15.9% | -49.5% | -35.7% |
| YTD | -56.7% | +31.6% | -88.3% | -59.4% |
| 1Y | -59.1% | +28.5% | -87.6% | -61.5% |
| 3Y | -20.4% | +30.5% | -50.8% | -26.0% |
| 5Y | -55.3% | +30.7% | -86.0% | -59.3% |
| All | -16.1% | +182.8% | -198.9% | -36.5% |
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 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