+994.1%
CDW vs CHD
+346.6%
+647.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +20.4% | +12.2% | +8.2% | +17.1% |
| 3M | +28.5% | +9.3% | +19.1% | +25.6% |
| 6M | +70.6% | +24.3% | +46.3% | +61.5% |
| YTD | +29.1% | +34.9% | -5.8% | +19.0% |
| 1Y | +23.8% | +32.7% | -8.9% | +14.6% |
| 3Y | -14.5% | +29.4% | -43.9% | -21.6% |
| 5Y | -1.6% | +31.7% | -33.3% | -11.7% |
| 10Y | +322.0% | +191.7% | +130.3% | +178.4% |
| All | +994.1% | +346.6% | +647.5% | +506.5% |
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 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