+5,648.9%
CRM vs CHD
+1,537.3%
+4,111.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.1% |
| 7D | -8.1% | -4.7% | -3.4% | -6.2% |
| 30D | +23.1% | -8.3% | +31.4% | +27.5% |
| 3M | +42.5% | -4.0% | +46.6% | +45.1% |
| 6M | +25.3% | -6.5% | +31.8% | +28.2% |
| YTD | -7.8% | +13.1% | -20.9% | -13.6% |
| 1Y | +1.0% | +2.3% | -1.3% | -1.5% |
| 3Y | +10.0% | +1.8% | +8.2% | +4.8% |
| 5Y | -3.9% | +20.6% | -24.5% | -17.7% |
| 10Y | +233.2% | +125.6% | +107.6% | +94.8% |
| All | +5,648.9% | +1,537.3% | +4,111.6% | +1,306.5% |
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 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