+1,065.3%
CCJ vs CHD
+125.6%
+939.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.9% |
| 7D | -3.2% | -4.7% | +1.5% | -2.8% |
| 30D | -1.3% | -8.3% | +7.0% | -0.7% |
| 3M | +2.5% | -4.0% | +6.6% | +2.8% |
| 6M | -18.9% | -6.5% | -12.3% | -18.5% |
| YTD | +6.5% | +13.1% | -6.6% | +5.1% |
| 1Y | +22.8% | +2.3% | +20.5% | +22.4% |
| 3Y | +164.5% | +1.8% | +162.7% | +160.9% |
| 5Y | +303.7% | +20.6% | +283.2% | +281.4% |
| All | +1,065.3% | +125.6% | +939.7% | +876.7% |
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