+7,539.9%
CP vs CHD
+10,220.8%
-2,680.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -2.7% | -2.7% | 0.0% | -2.1% |
| 30D | +0.2% | -4.6% | +4.8% | +1.2% |
| 3M | +2.6% | +5.0% | -2.5% | +1.2% |
| 6M | +6.0% | -3.2% | +9.2% | +6.6% |
| YTD | +24.9% | +18.6% | +6.3% | +19.8% |
| 1Y | +20.1% | +4.8% | +15.3% | +18.3% |
| 3Y | +16.4% | +6.1% | +10.3% | +13.2% |
| 5Y | +31.7% | +24.0% | +7.8% | +22.6% |
| 10Y | +223.9% | +124.5% | +99.4% | +158.9% |
| All | +7,539.9% | +10,220.8% | -2,680.9% | +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