+471.5%
CF vs CHD
+196.6%
+275.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +10.4% | 0.0% | +10.4% | +10.3% |
| 30D | +7.6% | +12.2% | -4.6% | +6.3% |
| 3M | +5.2% | +9.3% | -4.2% | +4.2% |
| 6M | -0.1% | +24.3% | -24.3% | -2.4% |
| YTD | +61.7% | +34.9% | +26.8% | +55.4% |
| 1Y | +50.3% | +32.7% | +17.6% | +44.8% |
| 3Y | +66.0% | +29.4% | +36.6% | +59.6% |
| 5Y | +114.5% | +31.7% | +82.8% | +103.3% |
| 10Y | +471.5% | +191.7% | +279.8% | +361.4% |
| All | +471.5% | +196.6% | +275.0% | +361.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling