+69.3%
CCI vs CHD
+196.1%
-126.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.7% |
| 7D | +2.5% | +3.6% | -1.1% | +1.0% |
| 30D | +14.4% | +10.4% | +4.0% | +9.5% |
| 3M | +21.7% | +12.2% | +9.5% | +15.5% |
| 6M | +4.0% | +19.9% | -15.9% | -4.1% |
| YTD | +6.2% | +36.4% | -30.2% | -7.9% |
| 1Y | +5.4% | +35.1% | -29.7% | -8.3% |
| 3Y | +11.7% | +29.2% | -17.4% | -2.2% |
| 5Y | -35.6% | +33.4% | -69.0% | -45.6% |
| All | +69.3% | +196.1% | -126.8% | +10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling