+319.3%
CSCO vs CHD
+195.9%
+123.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -4.7% | +2.4% | -7.1% | -5.2% |
| 30D | -17.1% | +13.9% | -31.0% | -19.9% |
| 3M | -19.6% | +8.5% | -28.1% | -21.4% |
| 6M | +2.4% | +20.4% | -18.0% | -3.0% |
| YTD | +29.8% | +34.5% | -4.8% | +18.5% |
| 1Y | +38.7% | +33.8% | +4.9% | +26.7% |
| 3Y | +101.3% | +29.1% | +72.2% | +82.2% |
| 5Y | +94.8% | +31.2% | +63.6% | +72.2% |
| All | +319.3% | +195.9% | +123.5% | +191.6% |
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