+308.6%
CFG vs CHD
+124.1%
+184.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.8% |
| 7D | +2.7% | -2.9% | +5.6% | +3.1% |
| 30D | -3.7% | -6.2% | +2.5% | -2.9% |
| 3M | +9.5% | +1.6% | +7.9% | +9.2% |
| 6M | +22.2% | -3.5% | +25.8% | +22.7% |
| YTD | +22.3% | +16.2% | +6.1% | +19.9% |
| 1Y | +39.4% | +3.4% | +36.1% | +38.5% |
| 3Y | +188.5% | +4.6% | +183.9% | +183.5% |
| 5Y | +101.5% | +21.1% | +80.4% | +91.5% |
| 10Y | +308.6% | +126.5% | +182.1% | +270.1% |
| All | +308.6% | +124.1% | +184.5% | +270.1% |
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