+34.7%
CMS vs CHD
+30.9%
+3.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.5% |
| 7D | -1.3% | +2.0% | -3.3% | -2.0% |
| 30D | +6.3% | +13.0% | -6.7% | +1.9% |
| 3M | -2.1% | +6.1% | -8.2% | -4.2% |
| 6M | -5.1% | +15.9% | -21.0% | -10.1% |
| YTD | +1.3% | +31.6% | -30.4% | -8.7% |
| 1Y | -1.4% | +28.5% | -29.9% | -10.4% |
| 3Y | +36.9% | +30.5% | +6.5% | +21.6% |
| All | +34.7% | +30.9% | +3.7% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling