-22.4%
CPB vs CHD
+33.5%
-56.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +2.3% |
| 7D | -1.6% | +3.6% | -5.2% | -3.7% |
| 30D | +19.2% | +10.4% | +8.8% | +12.8% |
| 3M | -0.9% | +12.2% | -13.1% | -7.1% |
| 6M | +15.2% | +19.9% | -4.7% | +4.4% |
| YTD | -13.1% | +36.4% | -49.5% | -21.9% |
| 1Y | -22.4% | +35.1% | -57.6% | -30.4% |
| All | -22.4% | +33.5% | -56.0% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling