+7,131.2%
CB vs CHD
+7,467.8%
-336.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.3% |
| 3M | +3.4% | +6.1% | -2.7% | +1.6% |
| 6M | +14.1% | +15.9% | -1.8% | +9.2% |
| YTD | +18.0% | +31.6% | -13.6% | +8.6% |
| 1Y | +30.1% | +28.5% | +1.7% | +20.5% |
| 3Y | +71.8% | +30.5% | +41.3% | +57.3% |
| 5Y | +101.8% | +30.7% | +71.1% | +82.6% |
| 10Y | +252.1% | +184.2% | +67.9% | +148.2% |
| All | +7,131.2% | +7,467.8% | -336.6% | +2,631.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling