-63.1%
CSGP vs CHD
+33.2%
-96.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.4% | +2.5% |
| 7D | +1.3% | +3.6% | -2.3% | +0.4% |
| 30D | +2.8% | +10.4% | -7.6% | +0.5% |
| 3M | -6.3% | +12.2% | -18.5% | -8.8% |
| 6M | -3.2% | +19.9% | -23.1% | -6.8% |
| YTD | -54.0% | +36.4% | -90.4% | -56.9% |
| 1Y | -54.8% | +35.1% | -90.0% | -57.6% |
| 3Y | -60.6% | +29.2% | -89.8% | -63.4% |
| All | -63.1% | +33.2% | -96.3% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling