+19.3%
CDW vs CHD
+33.5%
-14.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | +9.3% | +3.6% | +5.7% | +8.9% |
| 30D | +14.4% | +10.4% | +3.9% | +13.6% |
| 3M | +21.4% | +12.2% | +9.2% | +20.4% |
| 6M | +72.8% | +19.9% | +52.9% | +71.8% |
| YTD | +28.0% | +36.4% | -8.4% | +22.7% |
| 1Y | +19.3% | +35.1% | -15.8% | +14.5% |
| All | +19.3% | +33.5% | -14.2% | +14.5% |
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