+23.9%
CNH vs CHD
+2.2%
+21.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.7% |
| 7D | +1.8% | -4.2% | +6.0% | +3.4% |
| 30D | +32.6% | -7.6% | +40.2% | +36.3% |
| 3M | +29.4% | -1.6% | +31.0% | +29.8% |
| 6M | +26.0% | -6.3% | +32.3% | +28.6% |
| YTD | +52.2% | +14.6% | +37.6% | +44.1% |
| 1Y | +23.9% | +1.6% | +22.3% | +20.0% |
| All | +23.9% | +2.2% | +21.7% | +20.0% |
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