+22.1%
CB vs CHD
+2.5%
+19.6%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.0% |
| 7D | -0.6% | -2.9% | +2.3% | 0.0% |
| 30D | -3.9% | -6.2% | +2.3% | -2.6% |
| 3M | +4.9% | +1.6% | +3.4% | +4.7% |
| 6M | +3.3% | -3.5% | +6.8% | +3.7% |
| YTD | +8.5% | +16.2% | -7.7% | +6.1% |
| 1Y | +22.1% | +3.4% | +18.7% | +24.3% |
| All | +22.1% | +2.5% | +19.6% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling