+243.0%
CB vs CHD
+181.4%
+61.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.0% |
| 7D | -1.5% | +0.8% | -2.3% | -1.7% |
| 30D | +6.5% | +13.5% | -6.9% | +2.7% |
| 3M | +4.1% | +8.1% | -4.1% | +1.7% |
| 6M | +14.4% | +19.9% | -5.5% | +8.4% |
| YTD | +17.5% | +34.0% | -16.5% | +7.5% |
| 1Y | +27.5% | +29.8% | -2.3% | +17.7% |
| 3Y | +71.6% | +28.7% | +42.9% | +58.2% |
| 5Y | +100.6% | +31.8% | +68.8% | +81.0% |
| 10Y | +243.0% | +178.2% | +64.8% | +160.4% |
| All | +243.0% | +181.4% | +61.6% | +160.4% |
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