+421.5%
CARR vs CHD
+45.6%
+375.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | -3.8% | -4.5% | +0.7% | -3.0% |
| 30D | -8.9% | -6.7% | -2.2% | -7.9% |
| 3M | -17.3% | -2.7% | -14.6% | -17.0% |
| 6M | -1.4% | -4.9% | +3.5% | -0.8% |
| YTD | +10.0% | +13.3% | -3.4% | +7.6% |
| 1Y | -6.4% | +1.0% | -7.4% | -6.8% |
| 3Y | +1.5% | +1.3% | +0.2% | -0.3% |
| 5Y | +9.3% | +20.8% | -11.5% | +2.2% |
| All | +421.5% | +45.6% | +375.9% | +353.8% |
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