+29.2%
CHD vs CLBK
+54.0%
-24.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.4% |
| 7D | +3.6% | +0.9% | +2.7% | +3.6% |
| 30D | +10.4% | +3.4% | +7.0% | +10.3% |
| 3M | +12.2% | -4.3% | +16.5% | +12.3% |
| 6M | +19.9% | +28.4% | -8.4% | +18.9% |
| YTD | +36.4% | +59.4% | -23.0% | +34.9% |
| 1Y | +35.1% | +64.8% | -29.7% | +33.6% |
| 3Y | +29.2% | +50.6% | -21.4% | +29.3% |
| All | +29.2% | +54.0% | -24.8% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling