+416.4%
CSX vs CHD
+196.6%
+219.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +8.7% | +12.2% | -3.5% | +5.0% |
| 3M | +4.2% | +9.3% | -5.1% | +1.4% |
| 6M | +16.7% | +24.3% | -7.6% | +8.8% |
| YTD | +44.5% | +34.9% | +9.6% | +31.1% |
| 1Y | +50.3% | +32.7% | +17.6% | +37.0% |
| 3Y | +76.3% | +29.4% | +46.9% | +59.6% |
| 5Y | +58.1% | +31.7% | +26.4% | +40.0% |
| 10Y | +416.4% | +191.7% | +224.7% | +287.6% |
| All | +416.4% | +196.6% | +219.8% | +287.6% |
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