+305.2%
CG vs CHD
+126.1%
+179.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -9.9% | -4.5% | -5.4% | -9.2% |
| 30D | -11.7% | -6.7% | -4.9% | -10.7% |
| 3M | -4.3% | -2.7% | -1.6% | -3.9% |
| 6M | -8.8% | -4.9% | -3.8% | -8.1% |
| YTD | -26.9% | +13.3% | -40.2% | -28.6% |
| 1Y | -35.4% | +1.0% | -36.4% | -35.8% |
| 3Y | +43.0% | +1.3% | +41.7% | +40.3% |
| 5Y | +1.9% | +20.8% | -18.9% | -4.7% |
| All | +305.2% | +126.1% | +179.1% | +252.6% |
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 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