-33.5%
CPB vs CHD
+0.8%
-34.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -3.7% |
| 7D | -5.4% | -4.7% | -0.7% | -3.2% |
| 30D | -7.8% | -8.3% | +0.5% | -3.9% |
| 3M | -6.9% | -4.0% | -2.9% | -5.2% |
| 6M | -12.2% | -6.5% | -5.7% | -9.6% |
| YTD | -21.1% | +13.1% | -34.2% | -23.2% |
| 1Y | -33.5% | +2.3% | -35.8% | -31.2% |
| All | -33.5% | +0.8% | -34.3% | -31.2% |
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 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