+287.5%
CAH vs CHD
+126.1%
+161.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -5.1% | -4.5% | -0.6% | -3.8% |
| 30D | +0.2% | -6.7% | +6.9% | +2.2% |
| 3M | +6.3% | -2.7% | +9.0% | +7.0% |
| 6M | +9.4% | -4.9% | +14.3% | +10.8% |
| YTD | +15.0% | +13.3% | +1.6% | +10.5% |
| 1Y | +55.4% | +1.0% | +54.4% | +54.3% |
| 3Y | +173.8% | +1.3% | +172.5% | +169.2% |
| 5Y | +395.2% | +20.8% | +374.4% | +354.6% |
| All | +287.5% | +126.1% | +161.4% | +206.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling