+9,501.6%
CRS vs CHD
+9,760.0%
-258.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.2% |
| 7D | -6.8% | -4.5% | -2.3% | -5.8% |
| 30D | -16.1% | -6.7% | -9.4% | -14.9% |
| 3M | -21.2% | -2.7% | -18.4% | -20.9% |
| 6M | +8.7% | -4.9% | +13.6% | +9.6% |
| YTD | +41.0% | +13.3% | +27.6% | +36.6% |
| 1Y | +82.7% | +1.0% | +81.7% | +81.1% |
| 3Y | +604.8% | +1.3% | +603.5% | +589.0% |
| 5Y | +1,384.7% | +20.8% | +1,363.9% | +1,279.0% |
| 10Y | +1,362.3% | +126.1% | +1,236.2% | +1,024.3% |
| All | +9,501.6% | +9,760.0% | -258.4% | +4,332.9% |
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