+72.2%
CSX vs CHD
+6.5%
+65.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.4% | -2.7% | -0.7% | -2.9% |
| 30D | -3.1% | -4.6% | +1.5% | -2.3% |
| 3M | +7.2% | +5.0% | +2.1% | +6.0% |
| 6M | +16.2% | -3.2% | +19.4% | +16.6% |
| YTD | +37.5% | +18.6% | +18.9% | +33.1% |
| 1Y | +53.2% | +4.8% | +48.4% | +51.3% |
| All | +72.2% | +6.5% | +65.8% | +69.2% |
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 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