-3.1%
CMS vs CHD
+30.9%
-34.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | 0.0% |
| 7D | -0.9% | +0.8% | -1.7% | -1.2% |
| 30D | +7.1% | +13.5% | -6.4% | +3.3% |
| 3M | -1.3% | +8.1% | -9.4% | -3.5% |
| 6M | -2.7% | +19.9% | -22.5% | -7.4% |
| YTD | +2.6% | +34.0% | -31.4% | -4.3% |
| All | -3.1% | +30.9% | -34.0% | -9.7% |
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