+3,994.3%
CMG vs CHD
+1,332.9%
+2,661.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.0% |
| 7D | -6.5% | -4.2% | -2.3% | -5.0% |
| 30D | +12.1% | -7.6% | +19.7% | +15.2% |
| 3M | +20.6% | -1.6% | +22.2% | +20.8% |
| 6M | +2.1% | -6.3% | +8.4% | +4.0% |
| YTD | -2.6% | +14.6% | -17.2% | -8.2% |
| 1Y | -8.7% | +1.6% | -10.3% | -10.2% |
| 3Y | -7.4% | +3.1% | -10.5% | -10.6% |
| 5Y | -5.7% | +21.1% | -26.7% | -16.1% |
| 10Y | +322.3% | +128.6% | +193.7% | +164.0% |
| All | +3,994.3% | +1,332.9% | +2,661.4% | +678.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling