+4,369.3%
CNC vs CHD
+2,850.9%
+1,518.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.3% |
| 7D | -4.9% | -4.2% | -0.7% | -3.4% |
| 30D | -3.8% | -7.6% | +3.8% | -0.9% |
| 3M | -3.2% | -1.6% | -1.7% | -2.9% |
| 6M | +47.9% | -6.3% | +54.2% | +50.8% |
| YTD | +55.7% | +14.6% | +41.1% | +47.1% |
| 1Y | +106.2% | +1.6% | +104.7% | +103.3% |
| 3Y | -2.1% | +3.1% | -5.2% | -5.2% |
| 5Y | +3.4% | +21.1% | -17.7% | -7.2% |
| 10Y | +91.7% | +128.6% | -37.0% | +30.3% |
| All | +4,369.3% | +2,850.9% | +1,518.4% | +1,350.9% |
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