+1,401.6%
CRS vs CHD
+19.7%
+1,382.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.2% |
| 7D | -4.1% | -4.7% | +0.6% | -3.9% |
| 30D | -16.6% | -8.3% | -8.3% | -16.3% |
| 3M | -14.3% | -4.0% | -10.2% | -14.1% |
| 6M | +11.6% | -6.5% | +18.1% | +11.8% |
| YTD | +42.6% | +13.1% | +29.5% | +42.3% |
| 1Y | +81.8% | +2.3% | +79.5% | +82.4% |
| 3Y | +632.1% | +1.8% | +630.3% | +620.7% |
| 5Y | +1,401.6% | +20.6% | +1,381.1% | +1,345.8% |
| All | +1,401.6% | +19.7% | +1,382.0% | +1,345.8% |
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 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