-35.8%
CPB vs CHD
+29.0%
-64.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | +2.9% | +2.4% | +0.5% | +1.6% |
| 30D | +17.6% | +13.9% | +3.7% | +10.1% |
| 3M | +2.0% | +8.5% | -6.5% | -2.2% |
| 6M | +11.6% | +20.4% | -8.7% | +1.6% |
| YTD | -13.8% | +34.5% | -48.3% | -25.5% |
| 1Y | -21.6% | +33.8% | -55.3% | -32.1% |
| 3Y | -35.8% | +29.1% | -64.9% | -42.9% |
| All | -35.8% | +29.0% | -64.9% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling