+465.5%
CMS vs CHD
+11,349.8%
-10,884.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.7% |
| 7D | -1.3% | +2.0% | -3.3% | -1.8% |
| 30D | +6.3% | +13.0% | -6.7% | +3.1% |
| 3M | -2.1% | +6.1% | -8.2% | -3.6% |
| 6M | -5.1% | +15.9% | -21.0% | -8.7% |
| YTD | +1.3% | +31.6% | -30.4% | -5.8% |
| 1Y | -1.4% | +28.5% | -29.9% | -7.7% |
| 3Y | +36.9% | +30.5% | +6.5% | +26.9% |
| 5Y | +32.5% | +30.7% | +1.8% | +22.1% |
| 10Y | +126.8% | +184.2% | -57.5% | +74.5% |
| All | +465.5% | +11,349.8% | -10,884.2% | +136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling