+83.5%
CLF vs CHD
+180.1%
-96.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.9% |
| 7D | -9.1% | +2.4% | -11.4% | -9.3% |
| 30D | -0.9% | +13.9% | -14.8% | -2.3% |
| 3M | +3.0% | +8.5% | -5.6% | +2.0% |
| 6M | +16.7% | +20.4% | -3.7% | +14.4% |
| YTD | -3.2% | +34.5% | -37.7% | -5.9% |
| 1Y | +24.6% | +33.8% | -9.1% | +21.1% |
| 3Y | -22.3% | +29.1% | -51.4% | -25.6% |
| 5Y | -41.2% | +31.2% | -72.4% | -44.2% |
| 10Y | +83.5% | +193.1% | -109.6% | +59.4% |
| All | +83.5% | +180.1% | -96.6% | +59.4% |
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