+5.6%
CDE vs CHD
+30.9%
-25.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.6% | +6.1% | +8.6% |
| 7D | +1.1% | +6.9% | -5.8% | +1.0% |
| 30D | -14.5% | +17.1% | -31.6% | -15.2% |
| 3M | -10.1% | +9.1% | -19.2% | -10.0% |
| 6M | -16.9% | +21.4% | -38.2% | -19.3% |
| YTD | -18.1% | +34.9% | -53.0% | -21.5% |
| 1Y | +5.6% | +31.0% | -25.4% | +1.9% |
| All | +5.6% | +30.9% | -25.3% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling