+1,082.1%
CCJ vs CHD
+10,144.3%
-9,062.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.7% |
| 7D | -0.8% | +3.6% | -4.4% | -1.4% |
| 30D | -13.2% | +10.4% | -23.6% | -14.8% |
| 3M | -27.6% | +12.2% | -39.8% | -29.3% |
| 6M | -38.7% | +19.9% | -58.6% | -41.0% |
| YTD | -22.7% | +36.4% | -59.1% | -27.5% |
| 1Y | -17.6% | +35.1% | -52.7% | -22.6% |
| 3Y | +62.7% | +29.2% | +33.5% | +51.9% |
| 5Y | +159.7% | +33.4% | +126.3% | +138.4% |
| 10Y | +769.3% | +195.0% | +574.3% | +554.3% |
| All | +1,082.1% | +10,144.3% | -9,062.2% | +443.2% |
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 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