+122.2%
CMS vs CHD
+123.8%
-1.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | +0.2% | -4.2% | +4.3% | +1.9% |
| 30D | -1.3% | -7.6% | +6.3% | +1.8% |
| 3M | -5.4% | -1.6% | -3.8% | -5.0% |
| 6M | -10.3% | -6.3% | -4.0% | -8.3% |
| YTD | -0.2% | +14.6% | -14.8% | -6.4% |
| 1Y | -0.9% | +1.6% | -2.5% | -2.4% |
| 3Y | +34.0% | +3.1% | +30.8% | +29.2% |
| 5Y | +23.6% | +21.1% | +2.5% | +9.0% |
| 10Y | +122.2% | +128.6% | -6.4% | +54.1% |
| All | +122.2% | +123.8% | -1.6% | +54.1% |
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