-64.7%
CAPR vs CHD
+181.4%
-246.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.8% | +7.6% | +9.1% |
| 7D | +36.0% | +0.8% | +35.3% | +35.9% |
| 30D | +25.8% | +13.5% | +12.3% | +23.2% |
| 3M | +140.8% | +8.1% | +132.7% | +137.6% |
| 6M | -67.6% | +19.9% | -87.5% | -68.7% |
| YTD | -65.9% | +34.0% | -99.9% | -67.9% |
| 1Y | +66.1% | +29.8% | +36.3% | +57.3% |
| 3Y | +256.9% | +28.7% | +228.2% | +238.5% |
| 5Y | +172.1% | +31.8% | +140.3% | +152.7% |
| 10Y | -64.7% | +178.2% | -242.9% | -76.3% |
| All | -64.7% | +181.4% | -246.1% | -76.3% |
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