+271.0%
CG vs CHD
+191.9%
+79.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.2% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | +5.7% | +11.6% | -5.9% | +3.9% |
| 3M | -17.9% | +10.7% | -28.6% | -19.2% |
| 6M | -20.2% | +20.2% | -40.4% | -22.6% |
| YTD | -32.0% | +34.5% | -66.5% | -35.4% |
| 1Y | -27.0% | +32.6% | -59.6% | -30.6% |
| 3Y | +42.8% | +29.1% | +13.7% | +34.1% |
| 5Y | -23.4% | +31.5% | -55.0% | -29.4% |
| All | +271.0% | +191.9% | +79.0% | +215.8% |
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