-57.7%
Z vs CHD
+33.5%
-91.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +2.8% |
| 7D | +0.8% | +3.6% | -2.8% | -0.9% |
| 30D | +5.2% | +10.4% | -5.2% | +1.5% |
| 3M | -17.0% | +12.2% | -29.2% | -20.5% |
| 6M | -22.7% | +19.9% | -42.6% | -25.9% |
| YTD | -56.3% | +36.4% | -92.7% | -60.7% |
| 1Y | -57.7% | +35.1% | -92.8% | -61.8% |
| All | -57.7% | +33.5% | -91.2% | -61.8% |
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