+141.1%
CHD vs CLBK
+67.9%
+73.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.7% | +1.2% | -3.9% | -2.8% |
| 30D | -4.6% | +9.1% | -13.7% | -5.4% |
| 3M | +5.0% | +27.7% | -22.7% | +2.5% |
| 6M | -3.2% | +40.8% | -44.0% | -6.4% |
| YTD | +18.6% | +66.4% | -47.7% | +12.9% |
| 1Y | +4.8% | +72.4% | -67.6% | -0.7% |
| 3Y | +6.1% | +50.7% | -44.5% | +0.9% |
| 5Y | +24.0% | +42.9% | -19.0% | +17.1% |
| All | +141.1% | +67.9% | +73.2% | +122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling