+49.9%
CG vs CHD
+29.7%
+20.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | +7.5% | +12.2% | -4.7% | +7.9% |
| 3M | -14.4% | +9.3% | -23.7% | -14.2% |
| 6M | -15.7% | +24.3% | -39.9% | -14.6% |
| YTD | -29.0% | +34.9% | -63.8% | -27.7% |
| 1Y | -22.1% | +32.7% | -54.8% | -20.9% |
| All | +49.9% | +29.7% | +20.2% | +58.5% |
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