-50.3%
CCI vs CHD
+19.3%
-69.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | -0.3% | -4.2% | +3.9% | +1.3% |
| 30D | +2.1% | -7.6% | +9.7% | +5.1% |
| 3M | -17.8% | -1.6% | -16.2% | -17.4% |
| 6M | -14.2% | -6.3% | -7.9% | -12.3% |
| YTD | -13.3% | +14.6% | -27.9% | -18.2% |
| 1Y | -16.6% | +1.6% | -18.2% | -17.6% |
| 3Y | -10.8% | +3.1% | -14.0% | -13.0% |
| 5Y | -50.3% | +21.1% | -71.4% | -57.5% |
| All | -50.3% | +19.3% | -69.6% | -57.5% |
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