+5,331.8%
CF vs CHD
+1,413.3%
+3,918.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.2% |
| 7D | -3.2% | +2.0% | -5.1% | -3.9% |
| 30D | +4.3% | +13.0% | -8.7% | +0.3% |
| 3M | +2.8% | +6.1% | -3.3% | +0.6% |
| 6M | +0.6% | +15.9% | -15.2% | -4.6% |
| YTD | +56.6% | +31.6% | +25.0% | +40.9% |
| 1Y | +49.6% | +28.5% | +21.2% | +35.7% |
| 3Y | +61.5% | +30.5% | +31.0% | +43.0% |
| 5Y | +124.0% | +30.7% | +93.2% | +92.5% |
| 10Y | +573.2% | +184.2% | +389.0% | +265.8% |
| All | +5,331.8% | +1,413.3% | +3,918.6% | +985.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling