+4,934.9%
CHD vs CRL
+1,633.2%
+3,301.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +10.4% | +11.9% | -1.5% | +8.7% |
| 3M | +12.2% | +20.2% | -8.0% | +9.4% |
| 6M | +19.9% | +107.5% | -87.6% | +9.4% |
| YTD | +36.4% | +69.4% | -33.0% | +26.7% |
| 1Y | +35.1% | +99.7% | -64.6% | +23.0% |
| 3Y | +29.2% | +98.8% | -69.6% | +14.2% |
| 5Y | +33.4% | -12.4% | +45.8% | +29.3% |
| 10Y | +195.0% | +352.9% | -157.8% | +122.0% |
| All | +4,934.9% | +1,633.2% | +3,301.7% | +3,490.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling