+345.0%
CPB vs CHD
+10,220.8%
-9,875.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.3% | -3.4% |
| 7D | -8.6% | -2.7% | -5.9% | -7.9% |
| 30D | -7.2% | -4.6% | -2.6% | -6.0% |
| 3M | +0.9% | +5.0% | -4.1% | -0.4% |
| 6M | -11.8% | -3.2% | -8.6% | -11.0% |
| YTD | -19.4% | +18.6% | -38.0% | -23.1% |
| 1Y | -30.4% | +4.8% | -35.2% | -31.4% |
| 3Y | -40.2% | +6.1% | -46.3% | -41.4% |
| 5Y | -39.5% | +24.0% | -63.5% | -43.3% |
| 10Y | -47.4% | +124.5% | -171.8% | -57.3% |
| All | +345.0% | +10,220.8% | -9,875.8% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling