-61.5%
CSGP vs CHD
+32.0%
-93.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +13.9% | +5.0% | +8.9% | +12.5% |
| 30D | +16.0% | +15.3% | +0.7% | +12.3% |
| 3M | +6.1% | +7.7% | -1.7% | +4.3% |
| 6M | -8.2% | +19.8% | -28.0% | -11.5% |
| YTD | -52.3% | +34.0% | -86.4% | -55.2% |
| 1Y | -54.5% | +30.1% | -84.6% | -57.0% |
| 3Y | -58.6% | +33.0% | -91.5% | -61.9% |
| 5Y | -61.5% | +33.1% | -94.6% | -66.0% |
| All | -61.5% | +32.0% | -93.5% | -66.0% |
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