+76.3%
CL vs CHD
+181.4%
-105.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.4% |
| 7D | +0.5% | +0.8% | -0.3% | +0.1% |
| 30D | +11.6% | +13.5% | -1.9% | +3.9% |
| 3M | +5.6% | +8.1% | -2.5% | +1.0% |
| 6M | +13.2% | +19.9% | -6.7% | +2.0% |
| YTD | +26.9% | +34.0% | -7.1% | +7.6% |
| 1Y | +27.3% | +29.8% | -2.5% | +9.9% |
| 3Y | +39.7% | +28.7% | +11.0% | +20.4% |
| 5Y | +41.3% | +31.8% | +9.5% | +18.1% |
| 10Y | +76.3% | +178.2% | -101.9% | -4.7% |
| All | +76.3% | +181.4% | -105.1% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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