+49.5%
CNH vs CHD
+343.4%
-293.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.8% | +9.1% | +10.6% |
| 7D | +8.6% | +0.8% | +7.8% | +8.4% |
| 30D | +12.6% | +13.5% | -0.9% | +10.0% |
| 3M | +17.5% | +8.1% | +9.4% | +15.8% |
| 6M | +18.1% | +19.9% | -1.8% | +14.1% |
| YTD | +40.4% | +34.0% | +6.4% | +33.1% |
| 1Y | +34.0% | +29.8% | +4.2% | +27.7% |
| 3Y | +35.3% | +28.7% | +6.6% | +27.8% |
| 5Y | -5.1% | +31.8% | -36.9% | -12.4% |
| 10Y | +124.0% | +178.2% | -54.2% | +57.8% |
| All | +49.5% | +343.4% | -293.8% | -19.3% |
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