+138.1%
CMS vs CHD
+180.1%
-42.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.5% | +2.4% | -1.9% | -0.5% |
| 30D | +7.4% | +13.9% | -6.5% | +1.8% |
| 3M | +1.9% | +8.5% | -6.7% | -1.7% |
| 6M | -2.3% | +20.4% | -22.7% | -9.8% |
| YTD | +3.0% | +34.5% | -31.6% | -9.6% |
| 1Y | -2.8% | +33.8% | -36.5% | -14.5% |
| 3Y | +37.9% | +29.1% | +8.8% | +21.1% |
| 5Y | +34.0% | +31.2% | +2.7% | +14.6% |
| 10Y | +138.1% | +193.1% | -55.0% | +48.9% |
| All | +138.1% | +180.1% | -42.0% | +48.9% |
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