+459.7%
CMS vs CHD
+10,220.8%
-9,761.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | +0.4% | -2.7% | +3.0% | +1.0% |
| 30D | -3.6% | -4.6% | +1.0% | -2.5% |
| 3M | -1.9% | +5.0% | -6.9% | -3.2% |
| 6M | -11.0% | -3.2% | -7.8% | -10.4% |
| YTD | +0.2% | +18.6% | -18.4% | -4.3% |
| 1Y | -1.3% | +4.8% | -6.1% | -3.0% |
| 3Y | +35.9% | +6.1% | +29.8% | +32.5% |
| 5Y | +23.1% | +24.0% | -0.9% | +15.0% |
| 10Y | +117.9% | +124.5% | -6.5% | +76.8% |
| All | +459.7% | +10,220.8% | -9,761.2% | +140.3% |
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