+103.2%
CB vs CHD
+30.9%
+72.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.3% |
| 7D | +0.2% | +2.0% | -1.7% | -0.3% |
| 30D | +9.1% | +13.0% | -3.9% | +5.5% |
| 3M | +3.4% | +6.1% | -2.7% | +1.7% |
| 6M | +14.1% | +15.9% | -1.8% | +9.5% |
| YTD | +18.0% | +31.6% | -13.6% | +9.1% |
| 1Y | +30.1% | +28.5% | +1.7% | +21.0% |
| 3Y | +71.8% | +30.5% | +41.3% | +60.0% |
| All | +103.2% | +30.9% | +72.3% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling