+113.8%
CF vs CHD
+30.9%
+82.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.4% |
| 7D | +5.4% | +0.4% | +5.0% | +5.4% |
| 30D | +6.5% | +11.6% | -5.0% | +6.7% |
| 3M | +4.6% | +10.7% | -6.1% | +4.8% |
| 6M | -3.3% | +20.2% | -23.5% | -3.1% |
| YTD | +63.9% | +34.5% | +29.4% | +62.5% |
| 1Y | +50.4% | +32.6% | +17.9% | +49.3% |
| 3Y | +68.2% | +29.1% | +39.1% | +68.1% |
| 5Y | +113.8% | +31.5% | +82.3% | +110.4% |
| All | +113.8% | +30.9% | +82.9% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling