-1.8%
CMS vs CHD
+33.5%
-35.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.2% |
| 7D | +1.7% | +3.6% | -1.9% | +0.6% |
| 30D | +6.2% | +10.4% | -4.2% | +3.2% |
| 3M | +0.6% | +12.2% | -11.6% | -2.7% |
| 6M | -1.8% | +19.9% | -21.7% | -6.7% |
| YTD | +3.8% | +36.4% | -32.6% | -3.3% |
| 1Y | -1.8% | +35.1% | -36.9% | -8.5% |
| All | -1.8% | +33.5% | -35.3% | -8.5% |
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