-60.3%
CSGP vs CHD
+30.6%
-90.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.8% | -2.9% | -4.2% |
| 7D | +1.3% | +2.0% | -0.7% | +0.8% |
| 30D | +10.7% | +13.0% | -2.3% | +8.0% |
| 3M | +3.3% | +6.1% | -2.8% | +1.9% |
| 6M | -10.3% | +15.9% | -26.2% | -12.5% |
| YTD | -54.6% | +31.6% | -86.2% | -56.4% |
| 1Y | -54.6% | +28.5% | -83.1% | -56.4% |
| 3Y | -60.3% | +30.5% | -90.8% | -62.3% |
| All | -60.3% | +30.6% | -90.9% | -62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling