+281.1%
CG vs CHD
+444.2%
-163.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | +0.2% | +3.6% | -3.5% | -0.6% |
| 30D | +11.2% | +10.4% | +0.8% | +8.9% |
| 3M | -22.1% | +12.2% | -34.3% | -24.0% |
| 6M | -17.9% | +19.9% | -37.8% | -21.2% |
| YTD | -31.3% | +36.4% | -67.7% | -36.1% |
| 1Y | -24.0% | +35.1% | -59.1% | -29.2% |
| 3Y | +45.0% | +29.2% | +15.8% | +33.7% |
| 5Y | -22.6% | +33.4% | -56.0% | -30.3% |
| 10Y | +282.1% | +195.0% | +87.1% | +158.0% |
| All | +281.1% | +444.2% | -163.1% | +103.3% |
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