+7,759.7%
CP vs CHD
+11,557.1%
-3,797.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.6% |
| 7D | +2.8% | +0.8% | +2.0% | +2.6% |
| 30D | +11.3% | +13.5% | -2.1% | +8.1% |
| 3M | +2.9% | +8.1% | -5.3% | +0.9% |
| 6M | +9.8% | +19.9% | -10.1% | +5.0% |
| YTD | +28.5% | +34.0% | -5.5% | +19.8% |
| 1Y | +33.5% | +29.8% | +3.7% | +25.2% |
| 3Y | +31.9% | +28.7% | +3.2% | +22.8% |
| 5Y | +25.5% | +31.8% | -6.3% | +15.2% |
| 10Y | +257.6% | +178.2% | +79.4% | +172.4% |
| All | +7,759.7% | +11,557.1% | -3,797.4% | +2,992.2% |
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