+29.2%
CB vs CHD
+31.5%
-2.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.4% |
| 3M | +6.3% | +8.5% | -2.2% | +3.8% |
| 6M | +16.2% | +20.4% | -4.2% | +10.9% |
| YTD | +19.3% | +34.5% | -15.2% | +10.7% |
| 1Y | +29.2% | +33.8% | -4.5% | +20.1% |
| All | +29.2% | +31.5% | -2.2% | +20.1% |
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