+192.1%
CFG vs CHD
+31.2%
+160.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | +3.2% | +3.6% | -0.4% | +3.0% |
| 30D | +5.1% | +10.4% | -5.3% | +4.6% |
| 3M | -11.2% | +12.2% | -23.4% | -11.8% |
| 6M | +9.6% | +19.9% | -10.4% | +8.6% |
| YTD | +15.0% | +36.4% | -21.4% | +14.2% |
| 1Y | +29.9% | +35.1% | -5.3% | +29.0% |
| 3Y | +192.1% | +29.2% | +162.9% | +215.5% |
| All | +192.1% | +31.2% | +160.9% | +215.5% |
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 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