+9.2%
Z vs CHD
+199.2%
-190.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.8% |
| 3M | -16.1% | +7.7% | -23.8% | -17.5% |
| 6M | -30.4% | +19.8% | -50.2% | -33.2% |
| YTD | -55.6% | +34.0% | -89.6% | -58.7% |
| 1Y | -58.5% | +30.1% | -88.6% | -61.2% |
| 3Y | -19.6% | +33.0% | -52.6% | -25.9% |
| 5Y | -54.1% | +33.1% | -87.3% | -58.6% |
| 10Y | -12.1% | +189.4% | -201.5% | -36.1% |
| All | +9.2% | +199.2% | -190.0% | -24.8% |
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 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