-18.4%
CG vs CHD
+31.9%
-50.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.8% |
| 3M | -14.4% | +9.3% | -23.7% | -15.5% |
| 6M | -15.7% | +24.3% | -39.9% | -18.1% |
| YTD | -29.0% | +34.9% | -63.8% | -32.2% |
| 1Y | -22.1% | +32.7% | -54.8% | -25.5% |
| 3Y | +49.1% | +29.4% | +19.7% | +38.1% |
| 5Y | -18.4% | +31.7% | -50.1% | -28.6% |
| All | -18.4% | +31.9% | -50.3% | -28.6% |
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