-58.0%
Z vs CHD
+30.9%
-89.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +2.9% |
| 7D | -5.2% | +0.8% | -5.9% | -5.4% |
| 30D | +5.7% | +13.5% | -7.7% | +1.5% |
| 3M | -8.7% | +8.1% | -16.9% | -11.6% |
| 6M | -26.0% | +19.9% | -45.8% | -28.3% |
| YTD | -55.0% | +34.0% | -89.0% | -59.6% |
| All | -58.0% | +30.9% | -89.0% | -62.2% |
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