+113.9%
CNH vs CHD
+196.6%
-82.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.8% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +7.2% | +12.2% | -5.0% | +5.4% |
| 3M | +17.5% | +9.3% | +8.2% | +15.9% |
| 6M | +15.0% | +24.3% | -9.3% | +11.3% |
| YTD | +36.8% | +34.9% | +1.9% | +31.2% |
| 1Y | +27.6% | +32.7% | -5.1% | +22.7% |
| 3Y | +34.3% | +29.4% | +4.9% | +28.5% |
| 5Y | -12.2% | +31.7% | -43.9% | -17.6% |
| 10Y | +113.9% | +191.7% | -77.8% | +68.6% |
| All | +113.9% | +196.6% | -82.7% | +68.6% |
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