+141.0%
CI vs CHD
+123.8%
+17.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.3% |
| 7D | -1.1% | -4.2% | +3.1% | +0.2% |
| 30D | +0.5% | -7.6% | +8.0% | +2.9% |
| 3M | -5.2% | -1.6% | -3.6% | -4.9% |
| 6M | +4.3% | -6.3% | +10.6% | +6.1% |
| YTD | +2.8% | +14.6% | -11.8% | -2.0% |
| 1Y | -5.8% | +1.6% | -7.4% | -6.9% |
| 3Y | +4.7% | +3.1% | +1.6% | +2.4% |
| 5Y | +42.7% | +21.1% | +21.6% | +31.1% |
| 10Y | +141.0% | +128.6% | +12.3% | +92.1% |
| All | +141.0% | +123.8% | +17.1% | +92.1% |
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 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