+332.3%
CRS vs CHD
+31.2%
+301.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.5% |
| 7D | +4.8% | +3.6% | +1.1% | +5.3% |
| 30D | -23.2% | +10.4% | -33.6% | -22.0% |
| 3M | -45.5% | +12.2% | -57.7% | -44.5% |
| 6M | -33.1% | +19.9% | -53.0% | -31.3% |
| YTD | -7.2% | +36.4% | -43.6% | -1.9% |
| 1Y | -10.0% | +35.1% | -45.2% | -5.0% |
| 3Y | +332.3% | +29.2% | +303.1% | +331.8% |
| All | +332.3% | +31.2% | +301.1% | +331.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling