+14,817.8%
CAH vs CHD
+10,010.3%
+4,807.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.2% |
| 7D | +0.5% | -2.9% | +3.4% | +1.2% |
| 30D | +1.7% | -6.2% | +7.9% | +3.2% |
| 3M | +17.9% | +1.6% | +16.3% | +17.4% |
| 6M | +10.9% | -3.5% | +14.5% | +11.7% |
| YTD | +17.9% | +16.2% | +1.6% | +13.6% |
| 1Y | +61.7% | +3.4% | +58.3% | +59.8% |
| 3Y | +183.7% | +4.6% | +179.1% | +177.8% |
| 5Y | +401.3% | +21.1% | +380.2% | +371.2% |
| 10Y | +293.7% | +126.5% | +167.1% | +216.5% |
| All | +14,817.8% | +10,010.3% | +4,807.5% | +5,250.7% |
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 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