-77.3%
CAPR vs CHD
+123.8%
-201.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.4% |
| 7D | -12.6% | -4.2% | -8.5% | -11.9% |
| 30D | +124.4% | -7.6% | +132.0% | +127.6% |
| 3M | -66.8% | -1.6% | -65.2% | -66.8% |
| 6M | -71.8% | -6.3% | -65.5% | -71.6% |
| YTD | -70.1% | +14.6% | -84.7% | -71.1% |
| 1Y | +33.3% | +1.6% | +31.7% | +31.6% |
| 3Y | +36.7% | +3.1% | +33.6% | +34.2% |
| 5Y | +72.5% | +21.1% | +51.4% | +61.8% |
| 10Y | -77.3% | +128.6% | -205.9% | -84.7% |
| All | -77.3% | +123.8% | -201.1% | -84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling