-3.1%
CMG vs CHD
+20.9%
-23.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.1% | -4.5% | +2.4% | -1.1% |
| 30D | +10.9% | -6.7% | +17.6% | +12.5% |
| 3M | +15.8% | -2.7% | +18.6% | +16.2% |
| 6M | +6.9% | -4.9% | +11.9% | +7.7% |
| YTD | -2.2% | +13.3% | -15.5% | -5.6% |
| 1Y | -7.1% | +1.0% | -8.1% | -8.0% |
| 3Y | -7.1% | +1.3% | -8.5% | -8.7% |
| All | -3.1% | +20.9% | -23.9% | -6.5% |
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