-9.3%
CDW vs CHD
+30.9%
-40.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | +2.1% | +2.0% | +0.1% | +1.8% |
| 30D | +14.7% | +13.0% | +1.7% | +12.7% |
| 3M | +11.1% | +6.1% | +5.0% | +10.1% |
| 6M | +45.6% | +15.9% | +29.7% | +42.3% |
| YTD | +17.1% | +31.6% | -14.5% | +11.6% |
| 1Y | +13.2% | +28.5% | -15.3% | +8.2% |
| 3Y | -22.2% | +30.5% | -52.6% | -27.4% |
| All | -9.3% | +30.9% | -40.2% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling