+568.0%
CF vs CHD
+182.8%
+385.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.9% |
| 7D | -3.2% | +2.0% | -5.1% | -3.4% |
| 30D | +4.3% | +13.0% | -8.7% | +3.1% |
| 3M | +2.8% | +6.1% | -3.3% | +2.2% |
| 6M | +0.6% | +15.9% | -15.2% | -1.0% |
| YTD | +56.6% | +31.6% | +25.0% | +51.0% |
| 1Y | +49.6% | +28.5% | +21.2% | +44.7% |
| 3Y | +61.5% | +30.5% | +31.0% | +55.1% |
| 5Y | +124.0% | +30.7% | +93.2% | +112.3% |
| All | +568.0% | +182.8% | +385.2% | +452.8% |
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