+250.7%
CP vs CHD
+180.1%
+70.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +2.8% | +2.4% | +0.4% | +2.2% |
| 30D | +11.0% | +13.9% | -2.9% | +7.3% |
| 3M | +3.8% | +8.5% | -4.7% | +1.5% |
| 6M | +9.5% | +20.4% | -10.9% | +4.0% |
| YTD | +28.2% | +34.5% | -6.3% | +18.2% |
| 1Y | +33.0% | +33.8% | -0.8% | +22.7% |
| 3Y | +35.5% | +29.1% | +6.4% | +24.3% |
| 5Y | +25.8% | +31.2% | -5.4% | +12.8% |
| 10Y | +250.7% | +193.1% | +57.6% | +185.0% |
| All | +250.7% | +180.1% | +70.6% | +185.0% |
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 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