-40.3%
CPB vs CHD
+196.1%
-236.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +2.4% |
| 7D | -1.6% | +3.6% | -5.2% | -3.4% |
| 30D | +19.2% | +10.4% | +8.8% | +13.5% |
| 3M | -0.9% | +12.2% | -13.1% | -6.6% |
| 6M | +15.2% | +19.9% | -4.7% | +5.1% |
| YTD | -13.1% | +36.4% | -49.5% | -25.8% |
| 1Y | -22.4% | +35.1% | -57.6% | -33.6% |
| 3Y | -35.3% | +29.2% | -64.5% | -43.8% |
| 5Y | -33.0% | +33.4% | -66.4% | -43.5% |
| All | -40.3% | +196.1% | -236.3% | -66.1% |
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