+91.5%
CSCO vs CHD
+33.2%
+58.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.4% | -7.7% | -6.4% |
| 7D | +1.9% | +3.6% | -1.7% | +1.5% |
| 30D | -15.8% | +10.4% | -26.2% | -16.7% |
| 3M | -15.4% | +12.2% | -27.6% | -16.5% |
| 6M | -5.4% | +19.9% | -25.3% | -7.6% |
| YTD | +26.5% | +36.4% | -10.0% | +20.3% |
| 1Y | +25.9% | +35.1% | -9.2% | +19.9% |
| 3Y | +97.5% | +29.2% | +68.4% | +86.1% |
| All | +91.5% | +33.2% | +58.3% | +75.0% |
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