+19,506.8%
CMI vs CHD
+10,010.3%
+9,496.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +0.7% |
| 7D | +1.9% | -2.9% | +4.8% | +2.6% |
| 30D | -12.5% | -6.2% | -6.3% | -11.2% |
| 3M | -16.2% | +1.6% | -17.8% | -16.9% |
| 6M | +4.9% | -3.5% | +8.4% | +5.2% |
| YTD | +11.1% | +16.2% | -5.1% | +6.2% |
| 1Y | +43.4% | +3.4% | +40.0% | +40.6% |
| 3Y | +154.1% | +4.6% | +149.5% | +145.6% |
| 5Y | +169.5% | +21.1% | +148.4% | +147.3% |
| 10Y | +503.8% | +126.5% | +377.2% | +355.1% |
| All | +19,506.8% | +10,010.3% | +9,496.5% | +7,533.3% |
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 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