+31.6%
CHD vs CLBK
+27.8%
+3.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.5% |
| 7D | +3.6% | +0.9% | +2.7% | +3.6% |
| 30D | +10.4% | +3.4% | +7.0% | +10.2% |
| 3M | +12.2% | -4.3% | +16.5% | +12.4% |
| 6M | +19.9% | +28.4% | -8.4% | +18.0% |
| YTD | +36.4% | +59.4% | -23.0% | +32.6% |
| 1Y | +35.1% | +64.8% | -29.7% | +31.1% |
| 3Y | +29.2% | +50.6% | -21.4% | +25.2% |
| All | +31.6% | +27.8% | +3.8% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling