+34.8%
CTSH vs CHD
+196.1%
-161.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -1.1% |
| 7D | -2.1% | +3.6% | -5.8% | -3.2% |
| 30D | +1.4% | +10.4% | -9.0% | -1.6% |
| 3M | +7.5% | +12.2% | -4.7% | +3.7% |
| 6M | +39.6% | +19.9% | +19.6% | +32.3% |
| YTD | -22.3% | +36.4% | -58.7% | -29.4% |
| 1Y | -12.0% | +35.1% | -47.1% | -19.8% |
| 3Y | +1.8% | +29.2% | -27.4% | -7.5% |
| 5Y | -15.8% | +33.4% | -49.2% | -25.8% |
| All | +34.8% | +196.1% | -161.3% | -6.4% |
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