+180.2%
CAH vs CHD
+1.8%
+178.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | -2.2% | -4.2% | +1.9% | -1.2% |
| 30D | +1.2% | -7.6% | +8.8% | +3.1% |
| 3M | +13.1% | -1.6% | +14.7% | +13.5% |
| 6M | +8.5% | -6.3% | +14.8% | +9.8% |
| YTD | +17.6% | +14.6% | +3.0% | +14.3% |
| 1Y | +60.7% | +1.6% | +59.1% | +60.0% |
| All | +180.2% | +1.8% | +178.4% | +186.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling