+55.4%
CAH vs CHD
+2.3%
+53.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.1% |
| 6M | +9.4% | -4.9% | +14.3% | +10.6% |
| YTD | +15.0% | +13.3% | +1.6% | +12.4% |
| 1Y | +55.4% | +1.0% | +54.4% | +65.2% |
| All | +55.4% | +2.3% | +53.1% | +65.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling