+44.1%
CSGP vs CHD
+123.7%
-79.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.1% | -2.7% | -1.4% | -3.3% |
| 30D | +2.3% | -4.6% | +6.9% | +3.7% |
| 3M | -8.2% | +5.0% | -13.2% | -9.2% |
| 6M | -35.1% | -3.2% | -31.8% | -34.5% |
| YTD | -54.0% | +18.6% | -72.7% | -56.2% |
| 1Y | -65.3% | +4.8% | -70.1% | -65.9% |
| 3Y | -62.6% | +6.1% | -68.7% | -63.9% |
| 5Y | -64.8% | +24.0% | -88.8% | -68.2% |
| All | +44.1% | +123.7% | -79.6% | +19.7% |
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