+4,850.5%
CL vs CHD
+10,220.8%
-5,370.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | -2.2% | -2.7% | +0.5% | -1.3% |
| 30D | -4.8% | -4.6% | -0.2% | -3.4% |
| 3M | +4.9% | +5.0% | -0.1% | +3.3% |
| 6M | -5.7% | -3.2% | -2.5% | -4.6% |
| YTD | +14.4% | +18.6% | -4.3% | +8.4% |
| 1Y | +8.7% | +4.8% | +3.9% | +7.1% |
| 3Y | +30.0% | +6.1% | +23.8% | +27.3% |
| 5Y | +28.4% | +24.0% | +4.4% | +19.5% |
| 10Y | +50.1% | +124.5% | -74.4% | +17.4% |
| All | +4,850.5% | +10,220.8% | -5,370.4% | +1,419.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling