+223.2%
CP vs CHD
+124.1%
+99.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | +2.4% | -2.9% | +5.3% | +3.2% |
| 30D | -0.5% | -6.2% | +5.7% | +1.1% |
| 3M | +1.4% | +1.6% | -0.1% | +0.8% |
| 6M | +10.3% | -3.5% | +13.8% | +11.1% |
| YTD | +24.3% | +16.2% | +8.1% | +19.1% |
| 1Y | +20.4% | +3.4% | +17.1% | +18.8% |
| 3Y | +21.8% | +4.6% | +17.2% | +18.2% |
| 5Y | +31.5% | +21.1% | +10.4% | +20.3% |
| 10Y | +223.2% | +126.5% | +96.7% | +167.8% |
| All | +223.2% | +124.1% | +99.1% | +167.8% |
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