+62.6%
CSGP vs CHD
+196.6%
-133.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -7.1% | 0.0% | -7.1% | -7.1% |
| 30D | +3.6% | +12.2% | -8.5% | +0.4% |
| 3M | -2.7% | +9.3% | -12.1% | -5.0% |
| 6M | -8.0% | +24.3% | -32.3% | -13.2% |
| YTD | -55.0% | +34.9% | -89.8% | -58.6% |
| 1Y | -55.8% | +32.7% | -88.5% | -59.1% |
| 3Y | -62.0% | +29.4% | -91.4% | -65.3% |
| 5Y | -62.9% | +31.7% | -94.6% | -66.9% |
| 10Y | +62.6% | +191.7% | -129.1% | +20.6% |
| All | +62.6% | +196.6% | -133.9% | +20.6% |
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