+350.2%
CG vs CHD
+373.3%
-23.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -4.3% | -2.7% | -1.6% | -3.8% |
| 30D | -5.1% | -4.6% | -0.5% | -4.1% |
| 3M | +8.7% | +5.0% | +3.6% | +7.4% |
| 6M | -9.2% | -3.2% | -6.0% | -8.8% |
| YTD | -18.9% | +18.6% | -37.5% | -22.3% |
| 1Y | -25.6% | +4.8% | -30.5% | -26.9% |
| 3Y | +57.3% | +6.1% | +51.1% | +51.7% |
| 5Y | +10.2% | +24.0% | -13.8% | +0.5% |
| 10Y | +364.2% | +124.5% | +239.8% | +242.4% |
| All | +350.2% | +373.3% | -23.2% | +147.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling