+60.0%
CSGP vs CHD
+196.1%
-136.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.4% | +2.4% |
| 7D | +1.3% | +3.6% | -2.3% | +0.3% |
| 30D | +2.8% | +10.4% | -7.6% | +0.1% |
| 3M | -6.3% | +12.2% | -18.5% | -9.2% |
| 6M | -3.2% | +19.9% | -23.1% | -7.7% |
| YTD | -54.0% | +36.4% | -90.4% | -57.8% |
| 1Y | -54.8% | +35.1% | -90.0% | -58.5% |
| 3Y | -60.6% | +29.2% | -89.8% | -64.0% |
| 5Y | -62.6% | +33.4% | -96.0% | -66.8% |
| All | +60.0% | +196.1% | -136.0% | +20.2% |
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