+220,352.3%
CSCO vs CHD
+11,914.1%
+208,438.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | -0.7% | -2.7% | +2.0% | 0.0% |
| 30D | -10.1% | -4.6% | -5.5% | -9.1% |
| 3M | -15.7% | +5.0% | -20.7% | -17.1% |
| 6M | +36.3% | -3.2% | +39.5% | +36.6% |
| YTD | +43.8% | +18.6% | +25.2% | +36.3% |
| 1Y | +63.9% | +4.8% | +59.1% | +60.1% |
| 3Y | +104.4% | +6.1% | +98.2% | +96.5% |
| 5Y | +111.4% | +24.0% | +87.4% | +93.2% |
| 10Y | +361.7% | +124.5% | +237.2% | +254.0% |
| All | +220,352.3% | +11,914.1% | +208,438.2% | +73,652.6% |
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 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