+48.2%
CSX vs CHD
+30.9%
+17.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.9% |
| 7D | -5.5% | +2.0% | -7.5% | -6.0% |
| 30D | +4.9% | +13.0% | -8.1% | +1.8% |
| 3M | -2.9% | +6.1% | -8.9% | -4.4% |
| 6M | +8.3% | +15.9% | -7.5% | +4.0% |
| YTD | +36.7% | +31.6% | +5.1% | +26.8% |
| 1Y | +41.5% | +28.5% | +13.0% | +32.0% |
| 3Y | +68.6% | +30.5% | +38.2% | +53.7% |
| All | +48.2% | +30.9% | +17.3% | +29.9% |
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