+132.3%
CMS vs CHD
+181.4%
-49.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.2% |
| 7D | -0.9% | +0.8% | -1.7% | -1.2% |
| 30D | +7.1% | +13.5% | -6.4% | +1.6% |
| 3M | -1.3% | +8.1% | -9.4% | -4.6% |
| 6M | -2.7% | +19.9% | -22.5% | -10.0% |
| YTD | +2.6% | +34.0% | -31.4% | -9.8% |
| 1Y | -2.0% | +29.8% | -31.8% | -12.8% |
| 3Y | +39.6% | +28.7% | +10.9% | +22.8% |
| 5Y | +35.3% | +31.8% | +3.6% | +15.6% |
| 10Y | +132.3% | +178.2% | -45.8% | +48.6% |
| All | +132.3% | +181.4% | -49.1% | +48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling