+247.9%
CB vs CHD
+191.9%
+56.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | 0.0% | +0.4% | -0.3% | -0.1% |
| 30D | +7.4% | +11.6% | -4.2% | +4.0% |
| 3M | +8.6% | +10.7% | -2.1% | +5.4% |
| 6M | +16.1% | +20.2% | -4.1% | +9.9% |
| YTD | +20.2% | +34.5% | -14.3% | +9.8% |
| 1Y | +27.2% | +32.6% | -5.4% | +16.6% |
| 3Y | +72.7% | +29.1% | +43.6% | +58.9% |
| 5Y | +105.9% | +31.5% | +74.4% | +85.7% |
| All | +247.9% | +191.9% | +56.0% | +162.2% |
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