+591.8%
CAG vs CHD
+10,010.3%
-9,418.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.9% |
| 7D | -5.3% | -2.9% | -2.4% | -4.6% |
| 30D | +1.0% | -6.2% | +7.2% | +2.6% |
| 3M | +17.4% | +1.6% | +15.8% | +16.9% |
| 6M | -16.8% | -3.5% | -13.3% | -16.1% |
| YTD | -6.8% | +16.2% | -23.0% | -10.1% |
| 1Y | -15.4% | +3.4% | -18.8% | -16.1% |
| 3Y | -37.1% | +4.6% | -41.7% | -38.0% |
| 5Y | -41.3% | +21.1% | -62.4% | -44.1% |
| 10Y | -35.5% | +126.5% | -162.0% | -46.4% |
| All | +591.8% | +10,010.3% | -9,418.5% | +189.5% |
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