+8.9%
CRCL vs CHD
-4.0%
+12.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.4% |
| 7D | -11.2% | -4.5% | -6.8% | -12.9% |
| 30D | +27.1% | -6.7% | +33.8% | +23.7% |
| 3M | +9.6% | -2.7% | +12.4% | +8.9% |
| 6M | -19.7% | -4.9% | -14.7% | -19.1% |
| YTD | +14.2% | +13.3% | +0.9% | +7.1% |
| 1Y | -32.2% | +1.0% | -33.2% | -30.7% |
| All | +8.9% | -4.0% | +12.8% | +16.1% |
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 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