+7,604.2%
CP vs CHD
+11,349.8%
-3,745.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 7D | +2.8% | +2.0% | +0.8% | +2.3% |
| 30D | +10.2% | +13.0% | -2.8% | +7.1% |
| 3M | +2.4% | +6.1% | -3.7% | +0.9% |
| 6M | +7.7% | +15.9% | -8.2% | +3.8% |
| YTD | +26.0% | +31.6% | -5.6% | +17.9% |
| 1Y | +34.6% | +28.5% | +6.2% | +26.6% |
| 3Y | +26.7% | +30.5% | -3.8% | +17.6% |
| 5Y | +24.9% | +30.7% | -5.8% | +14.8% |
| 10Y | +258.6% | +184.2% | +74.4% | +171.9% |
| All | +7,604.2% | +11,349.8% | -3,745.5% | +2,943.6% |
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 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