-22.4%
CPNG vs CHD
+0.5%
-22.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.7% |
| 7D | -5.4% | -4.7% | -0.7% | -5.7% |
| 30D | -11.1% | -8.3% | -2.8% | -11.6% |
| 3M | -3.0% | -4.0% | +1.1% | -3.2% |
| 6M | -23.5% | -6.5% | -17.0% | -23.9% |
| YTD | -37.8% | +13.1% | -50.9% | -37.0% |
| 1Y | -54.3% | +2.3% | -56.6% | -54.0% |
| All | -22.4% | +0.5% | -22.8% | -24.1% |
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