+4.8%
CHD vs CRL
+78.8%
-74.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | 0.0% |
| 7D | -2.7% | -1.0% | -1.6% | -2.7% |
| 30D | -4.6% | +10.7% | -15.3% | -4.9% |
| 3M | +5.0% | +55.3% | -50.3% | +3.6% |
| 6M | -3.2% | +60.7% | -63.9% | -4.5% |
| YTD | +18.6% | +44.6% | -26.0% | +17.3% |
| 1Y | +4.8% | +77.7% | -72.9% | -0.7% |
| All | +4.8% | +78.8% | -74.0% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling