-18.5%
Z vs CHD
+191.9%
-210.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -4.9% | +0.4% | -5.3% | -5.0% |
| 30D | +3.0% | +11.6% | -8.6% | +0.5% |
| 3M | -13.4% | +10.7% | -24.1% | -15.3% |
| 6M | -27.3% | +20.2% | -47.6% | -30.1% |
| YTD | -57.8% | +34.5% | -92.3% | -60.6% |
| 1Y | -60.0% | +32.6% | -92.6% | -62.6% |
| 3Y | -21.5% | +29.1% | -50.6% | -26.8% |
| 5Y | -55.0% | +31.5% | -86.5% | -59.0% |
| All | -18.5% | +191.9% | -210.4% | -37.7% |
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 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