+129.8%
CHRW vs CHD
+191.9%
-62.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | +4.7% | +0.4% | +4.4% | +4.7% |
| 30D | -2.6% | +11.6% | -14.2% | -5.1% |
| 3M | -8.0% | +10.7% | -18.7% | -10.3% |
| 6M | -19.0% | +20.2% | -39.2% | -22.7% |
| YTD | -15.5% | +34.5% | -50.0% | -21.6% |
| 1Y | -10.8% | +32.6% | -43.4% | -17.0% |
| 3Y | +79.8% | +29.1% | +50.7% | +66.1% |
| 5Y | +59.3% | +31.5% | +27.7% | +44.0% |
| All | +129.8% | +191.9% | -62.1% | +72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling