+84.9%
CL vs CHD
+180.1%
-95.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | -0.1% |
| 7D | +2.6% | +2.4% | +0.2% | +1.2% |
| 30D | +11.8% | +13.9% | -2.2% | +3.8% |
| 3M | +5.9% | +8.5% | -2.6% | +1.1% |
| 6M | +13.3% | +20.4% | -7.0% | +2.0% |
| YTD | +27.1% | +34.5% | -7.4% | +7.6% |
| 1Y | +28.0% | +33.8% | -5.7% | +8.7% |
| 3Y | +39.4% | +29.1% | +10.3% | +20.0% |
| 5Y | +40.8% | +31.2% | +9.5% | +18.0% |
| 10Y | +84.9% | +193.1% | -108.3% | +0.4% |
| All | +84.9% | +180.1% | -95.2% | +0.4% |
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