+316.4%
CFG vs CHD
+267.5%
+48.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | -0.9% | +2.0% | -2.9% | -1.2% |
| 30D | +1.1% | +13.0% | -11.9% | -0.9% |
| 3M | -12.0% | +6.1% | -18.1% | -12.9% |
| 6M | -2.2% | +15.9% | -18.1% | -4.6% |
| YTD | +11.4% | +31.6% | -20.2% | +6.4% |
| 1Y | +27.8% | +28.5% | -0.6% | +22.5% |
| 3Y | +173.3% | +30.5% | +142.8% | +157.4% |
| 5Y | +62.4% | +30.7% | +31.7% | +50.9% |
| 10Y | +249.6% | +184.2% | +65.4% | +161.2% |
| All | +316.4% | +267.5% | +48.9% | +167.6% |
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