+246.7%
CB vs CHD
+180.1%
+66.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +0.7% | +2.4% | -1.7% | 0.0% |
| 30D | +8.2% | +13.9% | -5.7% | +4.2% |
| 3M | +6.3% | +8.5% | -2.2% | +3.7% |
| 6M | +16.2% | +20.4% | -4.2% | +9.9% |
| YTD | +19.3% | +34.5% | -15.2% | +9.0% |
| 1Y | +29.2% | +33.8% | -4.5% | +18.2% |
| 3Y | +71.4% | +29.1% | +42.3% | +57.8% |
| 5Y | +104.2% | +31.2% | +73.0% | +84.3% |
| 10Y | +246.7% | +193.1% | +53.5% | +161.5% |
| All | +246.7% | +180.1% | +66.6% | +161.5% |
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 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