+5,294.5%
CF vs CHD
+1,441.0%
+3,853.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.4% |
| 7D | +0.4% | +5.0% | -4.6% | -1.2% |
| 30D | +2.2% | +15.3% | -13.1% | -2.4% |
| 3M | +2.1% | +7.7% | -5.6% | -0.5% |
| 6M | -6.5% | +19.8% | -26.3% | -12.4% |
| YTD | +55.6% | +34.0% | +21.5% | +39.2% |
| 1Y | +42.3% | +30.1% | +12.2% | +28.6% |
| 3Y | +55.7% | +33.0% | +22.8% | +37.1% |
| 5Y | +122.4% | +33.1% | +89.3% | +90.1% |
| 10Y | +568.5% | +189.4% | +379.1% | +261.3% |
| All | +5,294.5% | +1,441.0% | +3,853.6% | +972.5% |
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