+237.0%
CFG vs CHD
+181.4%
+55.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.7% |
| 7D | +0.3% | +0.8% | -0.5% | +0.2% |
| 30D | +3.2% | +13.5% | -10.2% | +1.5% |
| 3M | -9.7% | +8.1% | -17.8% | -10.7% |
| 6M | +3.6% | +19.9% | -16.2% | +1.1% |
| YTD | +14.7% | +34.0% | -19.3% | +10.2% |
| 1Y | +29.6% | +29.8% | -0.2% | +24.9% |
| 3Y | +190.6% | +28.7% | +161.8% | +177.2% |
| 5Y | +67.1% | +31.8% | +35.3% | +56.8% |
| 10Y | +237.0% | +178.2% | +58.8% | +202.1% |
| All | +237.0% | +181.4% | +55.6% | +202.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling