+178.7%
CAPR vs CHD
+33.2%
+145.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.4% | -8.3% | -7.2% |
| 7D | +5.9% | +3.6% | +2.2% | +5.2% |
| 30D | +44.6% | +10.4% | +34.2% | +42.2% |
| 3M | +126.4% | +12.2% | +114.2% | +121.9% |
| 6M | -68.6% | +19.9% | -88.5% | -69.7% |
| YTD | -67.0% | +36.4% | -103.4% | -69.3% |
| 1Y | +65.2% | +35.1% | +30.0% | +54.0% |
| 3Y | +235.6% | +29.2% | +206.4% | +218.2% |
| All | +178.7% | +33.2% | +145.4% | +159.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling