+141.6%
CHSCO price history and return analytics
+266.8%
-125.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.0% | +2.4% | -3.4% | -1.6% |
| 30D | -1.8% | -1.5% | -0.3% | -1.5% |
| 3M | -0.9% | -4.1% | +3.3% | 0.0% |
| 6M | -1.3% | +0.6% | -1.8% | -1.5% |
| YTD | +2.0% | +11.0% | -9.0% | -0.7% |
| 1Y | +2.4% | +13.3% | -10.9% | -0.8% |
| 3Y | +19.4% | +73.4% | -54.0% | +3.6% |
| 5Y | +28.8% | +57.4% | -28.6% | +13.9% |
| 10Y | +72.0% | +221.7% | -149.7% | +25.0% |
| All | +141.6% | +266.8% | -125.2% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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