+5.5%
CG vs CHD
+19.3%
-13.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.8% |
| 7D | -6.4% | -4.2% | -2.3% | -5.9% |
| 30D | -7.1% | -7.6% | +0.5% | -6.1% |
| 3M | -1.6% | -1.6% | 0.0% | -1.4% |
| 6M | -8.3% | -6.3% | -2.0% | -7.6% |
| YTD | -23.8% | +14.6% | -38.4% | -25.6% |
| 1Y | -28.7% | +1.6% | -30.3% | -29.0% |
| 3Y | +49.2% | +3.1% | +46.0% | +44.4% |
| 5Y | +5.5% | +21.1% | -15.6% | -4.5% |
| All | +5.5% | +19.3% | -13.8% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling