+93.0%
CHRW vs CHD
+19.3%
+73.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | +4.1% | -4.2% | +8.2% | +4.9% |
| 30D | +1.9% | -7.6% | +9.5% | +3.4% |
| 3M | -21.2% | -1.6% | -19.6% | -20.9% |
| 6M | -16.7% | -6.3% | -10.4% | -15.7% |
| YTD | -5.4% | +14.6% | -20.0% | -7.8% |
| 1Y | +21.2% | +1.6% | +19.6% | +20.7% |
| 3Y | +86.5% | +3.1% | +83.3% | +83.1% |
| 5Y | +93.0% | +21.1% | +72.0% | +78.0% |
| All | +93.0% | +19.3% | +73.7% | +78.0% |
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