+342.9%
CCJ vs CHD
+19.3%
+323.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.6% |
| 7D | +4.2% | -4.2% | +8.3% | +3.9% |
| 30D | +3.2% | -7.6% | +10.8% | +2.7% |
| 3M | -1.8% | -1.6% | -0.2% | -1.8% |
| 6M | -13.5% | -6.3% | -7.2% | -13.7% |
| YTD | +9.7% | +14.6% | -4.8% | +10.7% |
| 1Y | +30.0% | +1.6% | +28.4% | +31.3% |
| 3Y | +172.6% | +3.1% | +169.5% | +171.6% |
| 5Y | +342.9% | +21.1% | +321.9% | +431.7% |
| All | +342.9% | +19.3% | +323.6% | +431.7% |
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 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