+76.7%
CF vs CHD
+7.9%
+68.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +6.0% | -2.7% | +8.7% | +5.9% |
| 30D | +14.8% | -4.6% | +19.5% | +14.6% |
| 3M | +14.1% | +5.0% | +9.0% | +14.3% |
| 6M | +28.5% | -3.2% | +31.7% | +29.4% |
| YTD | +74.9% | +18.6% | +56.3% | +72.4% |
| 1Y | +61.7% | +4.8% | +56.9% | +60.6% |
| All | +76.7% | +7.9% | +68.7% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling