-89.5%
CDE vs CHD
+9,868.9%
-9,958.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.9% |
| 7D | -2.0% | -4.2% | +2.2% | -1.1% |
| 30D | +15.7% | -7.6% | +23.3% | +17.5% |
| 3M | +30.5% | -1.6% | +32.1% | +30.6% |
| 6M | -7.4% | -6.3% | -1.1% | -6.4% |
| YTD | +17.9% | +14.6% | +3.3% | +14.2% |
| 1Y | +46.7% | +1.6% | +45.1% | +45.2% |
| 3Y | +851.3% | +3.1% | +848.1% | +826.6% |
| 5Y | +202.9% | +21.1% | +181.9% | +181.8% |
| 10Y | +58.2% | +128.6% | -70.4% | +29.4% |
| All | -89.5% | +9,868.9% | -9,958.4% | -93.7% |
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 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