+21.3%
CP vs CHD
+2.2%
+19.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.8% |
| 7D | +0.6% | -4.2% | +4.8% | +1.6% |
| 30D | -0.5% | -7.6% | +7.1% | +1.4% |
| 3M | +0.1% | -1.6% | +1.7% | +0.3% |
| 6M | +7.8% | -6.3% | +14.1% | +8.5% |
| YTD | +22.9% | +14.6% | +8.3% | +20.0% |
| 1Y | +21.3% | +1.6% | +19.7% | +22.6% |
| All | +21.3% | +2.2% | +19.1% | +22.6% |
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 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