+152.5%
CNH vs CHD
+125.6%
+26.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.7% |
| 7D | -2.5% | -4.7% | +2.3% | -1.8% |
| 30D | +27.0% | -8.3% | +35.3% | +28.6% |
| 3M | +32.6% | -4.0% | +36.6% | +33.3% |
| 6M | +23.6% | -6.5% | +30.1% | +24.6% |
| YTD | +47.8% | +13.1% | +34.7% | +45.4% |
| 1Y | +21.3% | +2.3% | +18.9% | +20.7% |
| 3Y | +7.0% | +1.8% | +5.2% | +5.8% |
| 5Y | +10.2% | +20.6% | -10.4% | +4.5% |
| All | +152.5% | +125.6% | +26.9% | +109.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling