+94.9%
CNC vs CHD
+2.3%
+92.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.5% |
| 7D | -0.9% | -4.5% | +3.5% | 0.0% |
| 30D | -1.0% | -6.7% | +5.8% | +0.4% |
| 3M | +4.5% | -2.7% | +7.3% | +5.3% |
| 6M | +85.2% | -4.9% | +90.2% | +87.2% |
| YTD | +61.4% | +13.3% | +48.1% | +60.0% |
| 1Y | +94.9% | +1.0% | +93.9% | +95.4% |
| All | +94.9% | +2.3% | +92.6% | +95.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling