-38.1%
CPB vs CHD
+21.0%
-59.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.8% |
| 7D | -8.2% | -2.9% | -5.3% | -6.9% |
| 30D | -5.6% | -6.2% | +0.6% | -2.7% |
| 3M | +3.0% | +1.6% | +1.4% | +2.3% |
| 6M | -12.7% | -3.5% | -9.2% | -11.3% |
| YTD | -18.0% | +16.2% | -34.2% | -23.7% |
| 1Y | -31.7% | +3.4% | -35.1% | -33.0% |
| 3Y | -41.0% | +4.6% | -45.6% | -42.6% |
| All | -38.1% | +21.0% | -59.1% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling