+47.2%
CAPR vs CHD
+30.9%
+16.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.6% | +7.8% |
| 7D | +43.2% | +6.9% | +36.2% | +41.7% |
| 30D | +14.7% | +17.1% | -2.5% | +12.7% |
| 3M | +113.9% | +9.1% | +104.8% | +112.5% |
| 6M | -73.4% | +21.4% | -94.7% | -74.1% |
| YTD | -69.1% | +34.9% | -104.0% | -75.5% |
| 1Y | +47.2% | +31.0% | +16.2% | +47.7% |
| All | +47.2% | +30.9% | +16.3% | +47.7% |
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 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