+7,463.6%
CI vs CHD
+10,220.8%
-2,757.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.3% | -2.7% | +4.0% | +2.0% |
| 30D | +4.4% | -4.6% | +9.1% | +5.7% |
| 3M | +0.7% | +5.0% | -4.4% | -0.7% |
| 6M | +0.3% | -3.2% | +3.6% | +0.9% |
| YTD | +3.8% | +18.6% | -14.8% | -1.0% |
| 1Y | -5.5% | +4.8% | -10.3% | -7.1% |
| 3Y | +8.1% | +6.1% | +2.0% | +5.3% |
| 5Y | +42.8% | +24.0% | +18.8% | +32.8% |
| 10Y | +143.9% | +124.5% | +19.4% | +92.9% |
| All | +7,463.6% | +10,220.8% | -2,757.2% | +2,770.1% |
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 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