+791.9%
CDE vs CHD
+0.7%
+791.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -3.1% | -4.5% | +1.4% | -3.6% |
| 30D | +9.5% | -6.7% | +16.2% | +8.6% |
| 3M | +25.5% | -2.7% | +28.2% | +25.4% |
| 6M | -7.9% | -4.9% | -3.0% | -8.3% |
| YTD | +15.6% | +13.3% | +2.2% | +19.1% |
| 1Y | +34.0% | +1.0% | +33.0% | +35.4% |
| 3Y | +791.9% | +1.3% | +790.6% | +785.1% |
| All | +791.9% | +0.7% | +791.2% | +785.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling