+196.4%
CFG vs CHD
+7.9%
+188.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +1.5% | -2.7% | +4.2% | +1.6% |
| 30D | -3.8% | -4.6% | +0.8% | -3.7% |
| 3M | +11.5% | +5.0% | +6.5% | +11.4% |
| 6M | +19.2% | -3.2% | +22.4% | +18.8% |
| YTD | +23.7% | +18.6% | +5.1% | +24.2% |
| 1Y | +38.8% | +4.8% | +34.0% | +38.1% |
| All | +196.4% | +7.9% | +188.4% | +197.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling