+9,772.3%
CSX vs CHD
+10,220.8%
-448.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.4% | -2.7% | -0.7% | -2.7% |
| 30D | -3.1% | -4.6% | +1.5% | -1.9% |
| 3M | +7.2% | +5.0% | +2.1% | +5.6% |
| 6M | +16.2% | -3.2% | +19.4% | +16.8% |
| YTD | +37.5% | +18.6% | +18.9% | +31.0% |
| 1Y | +53.2% | +4.8% | +48.4% | +50.4% |
| 3Y | +68.2% | +6.1% | +62.1% | +63.2% |
| 5Y | +65.2% | +24.0% | +41.3% | +52.7% |
| 10Y | +504.1% | +124.5% | +379.7% | +371.0% |
| All | +9,772.3% | +10,220.8% | -448.6% | +3,514.3% |
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