+21.0%
CTSH vs CHD
+123.8%
-102.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.5% |
| 7D | -8.2% | -4.2% | -4.0% | -7.0% |
| 30D | +0.4% | -7.6% | +8.0% | +2.7% |
| 3M | +10.6% | -1.6% | +12.2% | +11.3% |
| 6M | -8.8% | -6.3% | -2.5% | -7.1% |
| YTD | -28.6% | +14.6% | -43.2% | -31.5% |
| 1Y | -15.9% | +1.6% | -17.5% | -16.6% |
| 3Y | -13.9% | +3.1% | -17.0% | -16.1% |
| 5Y | -17.1% | +21.1% | -38.2% | -24.6% |
| 10Y | +21.0% | +128.6% | -107.6% | -6.3% |
| All | +21.0% | +123.8% | -102.8% | -6.3% |
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 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