+94.1%
CRH vs CHD
+20.9%
+73.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -6.1% | -4.5% | -1.6% | -5.3% |
| 30D | -9.3% | -6.7% | -2.6% | -8.2% |
| 3M | -15.2% | -2.7% | -12.5% | -14.7% |
| 6M | -14.2% | -4.9% | -9.3% | -13.5% |
| YTD | -28.3% | +13.3% | -41.6% | -29.3% |
| 1Y | -21.8% | +1.0% | -22.8% | -21.7% |
| 3Y | +71.6% | +1.3% | +70.3% | +68.9% |
| All | +94.1% | +20.9% | +73.2% | +78.9% |
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