+9,714.3%
CSX vs CHD
+11,349.8%
-1,635.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 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% | +31.9% |
| 3Y | +68.6% | +30.5% | +38.2% | +55.2% |
| 5Y | +48.4% | +30.7% | +17.7% | +35.4% |
| 10Y | +446.6% | +184.2% | +262.4% | +301.8% |
| All | +9,714.3% | +11,349.8% | -1,635.4% | +3,397.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling