+95.2%
CNC vs CHD
+126.1%
-30.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.5% |
| 7D | -0.9% | -4.5% | +3.5% | +0.6% |
| 30D | -1.0% | -6.7% | +5.8% | +1.4% |
| 3M | +4.5% | -2.7% | +7.3% | +5.2% |
| 6M | +85.2% | -4.9% | +90.2% | +87.5% |
| YTD | +61.4% | +13.3% | +48.1% | +53.9% |
| 1Y | +94.9% | +1.0% | +93.9% | +92.9% |
| 3Y | 0.0% | +1.3% | -1.3% | -2.1% |
| 5Y | +11.2% | +20.8% | -9.6% | +0.4% |
| All | +95.2% | +126.1% | -30.9% | +45.1% |
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