-41.4%
CPB vs CHD
+1.8%
-43.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +1.2% |
| 7D | -8.0% | -4.2% | -3.8% | -6.1% |
| 30D | -2.4% | -7.6% | +5.2% | +1.3% |
| 3M | +0.5% | -1.6% | +2.1% | +1.3% |
| 6M | -10.5% | -6.3% | -4.1% | -7.8% |
| YTD | -17.5% | +14.6% | -32.1% | -22.5% |
| 1Y | -31.0% | +1.6% | -32.6% | -31.4% |
| All | -41.4% | +1.8% | -43.2% | -42.8% |
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