-46.9%
CPB vs CHD
+125.6%
-172.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -3.6% |
| 7D | -5.4% | -4.7% | -0.7% | -3.1% |
| 30D | -7.8% | -8.3% | +0.5% | -3.8% |
| 3M | -6.9% | -4.0% | -2.9% | -5.0% |
| 6M | -12.2% | -6.5% | -5.7% | -9.3% |
| YTD | -21.1% | +13.1% | -34.2% | -26.0% |
| 1Y | -33.5% | +2.3% | -35.8% | -34.6% |
| 3Y | -43.2% | +1.8% | -45.0% | -44.5% |
| 5Y | -40.9% | +20.6% | -61.5% | -47.6% |
| All | -46.9% | +125.6% | -172.5% | -66.4% |
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