+6,220.1%
CRS vs CHD
+11,766.8%
-5,546.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.0% |
| 7D | +4.8% | +3.6% | +1.1% | +4.0% |
| 30D | -23.2% | +10.4% | -33.6% | -24.9% |
| 3M | -45.5% | +12.2% | -57.7% | -47.0% |
| 6M | -33.1% | +19.9% | -53.0% | -36.0% |
| YTD | -7.2% | +36.4% | -43.6% | -13.8% |
| 1Y | -10.0% | +35.1% | -45.2% | -16.3% |
| 3Y | +332.3% | +29.2% | +303.1% | +300.2% |
| 5Y | +801.9% | +33.4% | +768.5% | +720.2% |
| 10Y | +820.9% | +195.0% | +625.9% | +565.9% |
| All | +6,220.1% | +11,766.8% | -5,546.7% | +2,697.5% |
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