+188.3%
CHD vs CRL
+354.1%
-165.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | +0.4% | +8.9% | -8.5% | -0.4% |
| 30D | +11.6% | +14.0% | -2.4% | +9.9% |
| 3M | +10.7% | +19.8% | -9.1% | +8.5% |
| 6M | +20.2% | +102.0% | -81.8% | +11.7% |
| YTD | +34.5% | +70.8% | -36.3% | +26.4% |
| 1Y | +32.6% | +98.7% | -66.2% | +22.5% |
| 3Y | +29.1% | +98.2% | -69.1% | +15.8% |
| 5Y | +31.5% | -11.7% | +43.2% | +32.3% |
| All | +188.3% | +354.1% | -165.7% | +108.6% |
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