+11.7%
CMI vs CHD
+30.9%
-19.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.6% | -8.4% | -5.2% |
| 7D | -11.2% | +6.9% | -18.2% | -10.0% |
| 30D | -9.8% | +17.1% | -27.0% | -7.2% |
| 3M | -25.5% | +9.1% | -34.6% | -24.2% |
| 6M | -27.7% | +21.4% | -49.0% | -25.9% |
| YTD | -6.6% | +34.9% | -41.5% | -1.7% |
| 1Y | +11.7% | +31.0% | -19.4% | +17.2% |
| All | +11.7% | +30.9% | -19.3% | +17.2% |
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