+53.4%
CL vs CHD
+124.1%
-70.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.8% |
| 7D | -1.4% | -2.9% | +1.5% | +0.3% |
| 30D | -5.2% | -6.2% | +1.0% | -1.8% |
| 3M | +3.3% | +1.6% | +1.8% | +2.4% |
| 6M | -4.4% | -3.5% | -0.8% | -2.5% |
| YTD | +13.9% | +16.2% | -2.3% | +4.8% |
| 1Y | +7.6% | +3.4% | +4.2% | +5.4% |
| 3Y | +29.6% | +4.6% | +25.0% | +25.2% |
| 5Y | +28.1% | +21.1% | +6.9% | +12.4% |
| 10Y | +53.4% | +126.5% | -73.2% | -5.0% |
| All | +53.4% | +124.1% | -70.8% | -5.0% |
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