+377.3%
CSCO vs CHD
+123.8%
+253.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | 0.0% | -4.2% | +4.1% | +1.0% |
| 30D | -10.7% | -7.6% | -3.2% | -9.0% |
| 3M | -8.7% | -1.6% | -7.1% | -8.7% |
| 6M | +44.9% | -6.3% | +51.2% | +46.6% |
| YTD | +44.1% | +14.6% | +29.5% | +37.3% |
| 1Y | +65.9% | +1.6% | +64.3% | +63.3% |
| 3Y | +109.0% | +3.1% | +105.9% | +101.4% |
| 5Y | +114.8% | +21.1% | +93.7% | +92.5% |
| 10Y | +377.3% | +128.6% | +248.7% | +254.7% |
| All | +377.3% | +123.8% | +253.5% | +254.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling