+893.1%
CCI vs CHD
+5,052.1%
-4,159.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.3% |
| 7D | -0.3% | -4.5% | +4.2% | +1.4% |
| 30D | +2.2% | -6.7% | +9.0% | +4.8% |
| 3M | -16.9% | -2.7% | -14.2% | -16.1% |
| 6M | -11.5% | -4.9% | -6.6% | -10.1% |
| YTD | -12.8% | +13.3% | -26.2% | -17.1% |
| 1Y | -17.1% | +1.0% | -18.1% | -18.1% |
| 3Y | -9.6% | +1.3% | -11.0% | -11.6% |
| 5Y | -48.9% | +20.8% | -69.8% | -53.6% |
| 10Y | +23.2% | +126.1% | -102.9% | -11.0% |
| All | +893.1% | +5,052.1% | -4,159.0% | +125.0% |
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