+50.7%
CF vs CHD
+31.5%
+19.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.7% |
| 7D | +4.8% | +2.4% | +2.4% | +5.5% |
| 30D | +9.7% | +13.9% | -4.2% | +13.9% |
| 3M | +1.2% | +8.5% | -7.3% | +3.7% |
| 6M | +7.4% | +20.4% | -13.0% | +14.4% |
| YTD | +60.5% | +34.5% | +26.0% | +56.8% |
| 1Y | +50.7% | +33.8% | +17.0% | +47.7% |
| All | +50.7% | +31.5% | +19.3% | +47.7% |
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