-32.5%
CG vs CHD
+0.8%
-33.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.0% | -2.3% |
| 7D | -9.8% | -4.7% | -5.1% | -9.7% |
| 30D | -10.3% | -8.3% | -2.0% | -10.3% |
| 3M | -1.7% | -4.0% | +2.4% | -1.4% |
| 6M | -9.8% | -6.5% | -3.3% | -10.4% |
| YTD | -25.6% | +13.1% | -38.7% | -25.2% |
| 1Y | -32.5% | +2.3% | -34.8% | -31.2% |
| All | -32.5% | +0.8% | -33.4% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling