-0.9%
CCL vs CHD
+19.3%
-20.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.9% |
| 7D | -4.4% | -4.2% | -0.2% | -3.6% |
| 30D | -18.2% | -7.6% | -10.6% | -17.0% |
| 3M | -17.7% | -1.6% | -16.1% | -17.4% |
| 6M | -13.0% | -6.3% | -6.7% | -12.2% |
| YTD | -24.5% | +14.6% | -39.1% | -25.9% |
| 1Y | -26.9% | +1.6% | -28.5% | -27.2% |
| 3Y | +50.8% | +3.1% | +47.6% | +47.4% |
| 5Y | -0.9% | +21.1% | -22.0% | -6.3% |
| All | -0.9% | +19.3% | -20.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling