+6,646.7%
CB vs CHD
+6,721.6%
-75.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.5% | -2.7% | +3.2% | +1.3% |
| 30D | -3.1% | -4.6% | +1.5% | -1.8% |
| 3M | +9.0% | +5.0% | +3.9% | +7.3% |
| 6M | +2.9% | -3.2% | +6.1% | +3.5% |
| YTD | +10.1% | +18.6% | -8.5% | +4.4% |
| 1Y | +22.8% | +4.8% | +18.0% | +20.3% |
| 3Y | +73.8% | +6.1% | +67.7% | +68.7% |
| 5Y | +99.2% | +24.0% | +75.2% | +82.9% |
| 10Y | +218.2% | +124.5% | +93.8% | +139.9% |
| All | +6,646.7% | +6,721.6% | -75.0% | +2,525.8% |
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