+394.0%
CAH vs CHD
+20.9%
+373.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -5.1% | -4.5% | -0.6% | -3.9% |
| 30D | +0.2% | -6.7% | +6.9% | +2.0% |
| 3M | +6.3% | -2.7% | +9.0% | +7.0% |
| 6M | +9.4% | -4.9% | +14.3% | +10.6% |
| YTD | +15.0% | +13.3% | +1.6% | +11.2% |
| 1Y | +55.4% | +1.0% | +54.4% | +54.6% |
| 3Y | +173.8% | +1.3% | +172.5% | +171.3% |
| All | +394.0% | +20.9% | +373.1% | +342.7% |
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 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