-53.8%
Z vs CHD
+33.4%
-87.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +3.3% |
| 7D | -5.2% | +0.8% | -5.9% | -5.3% |
| 30D | +5.7% | +13.5% | -7.7% | +2.8% |
| 3M | -8.7% | +8.1% | -16.9% | -10.3% |
| 6M | -26.0% | +19.9% | -45.8% | -28.6% |
| YTD | -55.0% | +34.0% | -89.0% | -57.9% |
| 1Y | -58.0% | +29.8% | -87.8% | -60.4% |
| 3Y | -15.2% | +28.7% | -43.9% | -20.8% |
| 5Y | -53.8% | +31.8% | -85.6% | -60.0% |
| All | -53.8% | +33.4% | -87.2% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling