+294.1%
CG vs CHD
+438.0%
-143.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.9% |
| 3M | -14.4% | +9.3% | -23.7% | -16.0% |
| 6M | -15.7% | +24.3% | -39.9% | -19.6% |
| YTD | -29.0% | +34.9% | -63.8% | -33.8% |
| 1Y | -22.1% | +32.7% | -54.8% | -27.1% |
| 3Y | +49.1% | +29.4% | +19.7% | +37.4% |
| 5Y | -18.4% | +31.7% | -50.1% | -26.2% |
| 10Y | +295.1% | +191.7% | +103.4% | +167.4% |
| All | +294.1% | +438.0% | -143.9% | +110.7% |
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