+1,094.9%
CCI vs CHD
+6,014.1%
-4,919.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.4% | +0.4% | -1.7% | -1.5% |
| 30D | +12.7% | +11.6% | +1.1% | +8.1% |
| 3M | +23.0% | +10.7% | +12.3% | +18.3% |
| 6M | +0.6% | +20.2% | -19.6% | -6.2% |
| YTD | +4.9% | +34.5% | -29.6% | -6.5% |
| 1Y | +0.7% | +32.6% | -31.9% | -9.8% |
| 3Y | +10.2% | +29.1% | -18.9% | -1.3% |
| 5Y | -36.4% | +31.5% | -68.0% | -44.0% |
| 10Y | +66.6% | +190.9% | -124.3% | +9.9% |
| All | +1,094.9% | +6,014.1% | -4,919.2% | +153.9% |
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