+124.9%
CHD vs CRL
+249.3%
-124.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.1% |
| 7D | -4.7% | -6.9% | +2.2% | -4.1% |
| 30D | -8.3% | -3.2% | -5.1% | -8.1% |
| 3M | -4.0% | +46.5% | -50.6% | -7.8% |
| 6M | -6.5% | +63.1% | -69.6% | -11.5% |
| YTD | +13.1% | +36.9% | -23.8% | +8.8% |
| 1Y | +2.3% | +78.1% | -75.8% | -4.6% |
| 3Y | +1.8% | +36.7% | -34.9% | -4.6% |
| 5Y | +20.6% | -38.1% | +58.7% | +27.3% |
| All | +124.9% | +249.3% | -124.4% | +54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling