+130.3%
CHD vs CLBK
+65.5%
+64.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.5% | -1.5% | -3.0% | -4.3% |
| 30D | -6.7% | -1.0% | -5.7% | -6.6% |
| 3M | -2.7% | +22.9% | -25.6% | -4.7% |
| 6M | -4.9% | +44.2% | -49.1% | -8.3% |
| YTD | +13.3% | +64.0% | -50.6% | +8.0% |
| 1Y | +1.0% | +65.7% | -64.7% | -3.9% |
| 3Y | +1.3% | +54.1% | -52.7% | -4.0% |
| 5Y | +20.8% | +44.7% | -23.9% | +13.8% |
| All | +130.3% | +65.5% | +64.9% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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