+42.7%
CAPR vs CHD
+2.5%
+40.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -3.1% |
| 7D | -9.5% | -2.9% | -6.6% | -8.7% |
| 30D | +121.5% | -6.2% | +127.7% | +125.1% |
| 3M | -65.4% | +1.6% | -66.9% | -65.6% |
| 6M | -67.5% | -3.5% | -64.0% | -66.2% |
| YTD | -68.6% | +16.2% | -84.8% | -73.7% |
| 1Y | +42.7% | +3.4% | +39.3% | +39.5% |
| All | +42.7% | +2.5% | +40.2% | +39.5% |
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