-97.9%
CAPR vs CHD
+995.8%
-1,093.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.0% | -2.7% | +0.7% | -1.5% |
| 30D | +139.2% | -4.6% | +143.8% | +141.3% |
| 3M | -66.4% | +5.0% | -71.4% | -66.8% |
| 6M | -63.1% | -3.2% | -59.9% | -63.1% |
| YTD | -67.4% | +18.6% | -86.1% | -68.8% |
| 1Y | +58.2% | +4.8% | +53.4% | +55.3% |
| 3Y | +42.2% | +6.1% | +36.1% | +38.7% |
| 5Y | +87.3% | +24.0% | +63.3% | +74.4% |
| 10Y | -75.3% | +124.5% | -199.7% | -80.9% |
| All | -97.9% | +995.8% | -1,093.7% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling