-43.5%
CAG vs CHD
+20.9%
-64.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -5.7% | -4.5% | -1.2% | -3.5% |
| 30D | -2.4% | -6.7% | +4.3% | +1.0% |
| 3M | +9.8% | -2.7% | +12.5% | +11.2% |
| 6M | -10.8% | -4.9% | -5.9% | -8.8% |
| YTD | -10.8% | +13.3% | -24.2% | -15.9% |
| 1Y | -19.0% | +1.0% | -20.0% | -19.5% |
| 3Y | -39.7% | +1.3% | -41.0% | -40.6% |
| All | -43.5% | +20.9% | -64.4% | -47.8% |
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