+55.6%
CHRW vs CHD
+31.9%
+23.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -3.4% | +2.4% | -5.8% | -3.8% |
| 30D | -9.4% | +13.9% | -23.3% | -11.4% |
| 3M | -12.6% | +8.5% | -21.2% | -13.9% |
| 6M | -24.2% | +20.4% | -44.5% | -26.8% |
| YTD | -18.9% | +34.5% | -53.4% | -23.3% |
| 1Y | -13.7% | +33.8% | -47.4% | -18.3% |
| 3Y | +72.6% | +29.1% | +43.4% | +62.0% |
| 5Y | +55.6% | +31.2% | +24.3% | +40.1% |
| All | +55.6% | +31.9% | +23.7% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling