-7.1%
CMG vs CHD
+2.3%
-9.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.1% | -4.5% | +2.4% | -1.6% |
| 30D | +10.9% | -6.7% | +17.6% | +11.6% |
| 3M | +15.8% | -2.7% | +18.6% | +15.7% |
| 6M | +6.9% | -4.9% | +11.9% | +6.6% |
| YTD | -2.2% | +13.3% | -15.5% | -4.7% |
| 1Y | -7.1% | +1.0% | -8.1% | -10.3% |
| All | -7.1% | +2.3% | -9.4% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling