-54.1%
Z vs CHD
+32.0%
-86.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.6% | -10.0% | -10.5% |
| 7D | -2.3% | +5.0% | -7.3% | -3.4% |
| 30D | +9.4% | +15.3% | -6.0% | +6.0% |
| 3M | -16.1% | +7.7% | -23.8% | -17.5% |
| 6M | -30.4% | +19.8% | -50.2% | -32.9% |
| YTD | -55.6% | +34.0% | -89.6% | -58.4% |
| 1Y | -58.5% | +30.1% | -88.6% | -60.9% |
| 3Y | -19.6% | +33.0% | -52.6% | -25.4% |
| 5Y | -54.1% | +33.1% | -87.3% | -59.8% |
| All | -54.1% | +32.0% | -86.2% | -59.8% |
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 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