+216.8%
CB vs CHD
+124.1%
+92.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.9% |
| 7D | -0.6% | -2.9% | +2.3% | +0.2% |
| 30D | -3.9% | -6.2% | +2.3% | -2.2% |
| 3M | +4.9% | +1.6% | +3.4% | +4.3% |
| 6M | +3.3% | -3.5% | +6.8% | +4.0% |
| YTD | +8.5% | +16.2% | -7.7% | +3.5% |
| 1Y | +22.1% | +3.4% | +18.7% | +20.2% |
| 3Y | +70.1% | +4.6% | +65.5% | +66.2% |
| 5Y | +97.4% | +21.1% | +76.3% | +82.2% |
| 10Y | +216.8% | +126.5% | +90.3% | +150.8% |
| All | +216.8% | +124.1% | +92.7% | +150.8% |
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