-63.2%
CSGP vs CHD
+30.9%
-94.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.8% |
| 3M | +3.3% | +6.1% | -2.8% | +1.9% |
| 6M | -10.3% | +15.9% | -26.2% | -12.9% |
| YTD | -54.6% | +31.6% | -86.2% | -57.0% |
| 1Y | -54.6% | +28.5% | -83.1% | -56.9% |
| 3Y | -60.3% | +30.5% | -90.8% | -63.3% |
| All | -63.2% | +30.9% | -94.2% | -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