+24.7%
Z vs CHD
+164.8%
-140.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.0% | -2.7% | -0.3% | -2.4% |
| 30D | -4.2% | -4.6% | +0.4% | -3.1% |
| 3M | -3.7% | +5.0% | -8.7% | -4.7% |
| 6M | -24.5% | -3.2% | -21.3% | -24.0% |
| YTD | -49.3% | +18.6% | -67.9% | -51.5% |
| 1Y | -58.7% | +4.8% | -63.5% | -59.3% |
| 3Y | -34.1% | +6.1% | -40.3% | -36.1% |
| 5Y | -64.5% | +24.0% | -88.5% | -67.5% |
| 10Y | -0.5% | +124.5% | -124.9% | -22.2% |
| All | +24.7% | +164.8% | -140.1% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling