+163.9%
CCJ vs CHD
+33.2%
+130.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.4% |
| 7D | -0.8% | +3.6% | -4.4% | -0.6% |
| 30D | -13.2% | +10.4% | -23.6% | -12.8% |
| 3M | -27.6% | +12.2% | -39.8% | -27.3% |
| 6M | -38.7% | +19.9% | -58.6% | -38.2% |
| YTD | -22.7% | +36.4% | -59.1% | -21.9% |
| 1Y | -17.6% | +35.1% | -52.7% | -16.7% |
| 3Y | +62.7% | +29.2% | +33.5% | +61.1% |
| All | +163.9% | +33.2% | +130.7% | +142.2% |
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