+116.3%
CLF vs CHD
+124.1%
-7.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.4% | -1.5% |
| 7D | +6.5% | -2.9% | +9.4% | +6.8% |
| 30D | +0.2% | -6.2% | +6.4% | +0.9% |
| 3M | -3.1% | +1.6% | -4.6% | -3.3% |
| 6M | +25.0% | -3.5% | +28.6% | +25.4% |
| YTD | -7.5% | +16.2% | -23.7% | -8.8% |
| 1Y | +11.5% | +3.4% | +8.1% | +11.1% |
| 3Y | -13.7% | +4.6% | -18.3% | -15.3% |
| 5Y | -47.0% | +21.1% | -68.1% | -49.3% |
| 10Y | +116.3% | +126.5% | -10.2% | +94.1% |
| All | +116.3% | +124.1% | -7.8% | +94.1% |
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