+55.4%
CG vs CHD
+4.0%
+51.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.1% | -2.2% |
| 7D | -1.3% | -2.9% | +1.6% | -1.4% |
| 30D | -3.2% | -6.2% | +3.0% | -3.4% |
| 3M | +6.2% | +1.6% | +4.7% | +6.5% |
| 6M | -4.7% | -3.5% | -1.1% | -4.9% |
| YTD | -20.6% | +16.2% | -36.8% | -19.9% |
| 1Y | -26.4% | +3.4% | -29.8% | -25.9% |
| 3Y | +55.4% | +4.6% | +50.8% | +52.8% |
| All | +55.4% | +4.0% | +51.4% | +52.8% |
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 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