-17.9%
CG vs CHD
+22.6%
-40.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.4% |
| 7D | +0.2% | +3.6% | -3.5% | -1.3% |
| 30D | +11.2% | +10.4% | +0.8% | +7.8% |
| 3M | -22.1% | +12.2% | -34.3% | -24.8% |
| 6M | -17.9% | +19.9% | -37.8% | -21.4% |
| All | -17.9% | +22.6% | -40.5% | -21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling