+4.6%
CHD vs CRL
+37.9%
-33.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.6% | -2.0% |
| 7D | -2.9% | -0.6% | -2.3% | -2.9% |
| 30D | -6.2% | +5.0% | -11.2% | -6.3% |
| 3M | +1.6% | +50.6% | -49.0% | +1.0% |
| 6M | -3.5% | +60.9% | -64.5% | -4.1% |
| YTD | +16.2% | +40.7% | -24.5% | +15.7% |
| 1Y | +3.4% | +73.3% | -69.9% | +2.5% |
| 3Y | +4.6% | +40.6% | -36.0% | +4.5% |
| All | +4.6% | +37.9% | -33.3% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling