-51.4%
CLF vs CHD
+30.9%
-82.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.9% |
| 7D | -19.6% | +2.0% | -21.5% | -19.8% |
| 30D | -5.0% | +13.0% | -18.0% | -6.6% |
| 3M | -6.3% | +6.1% | -12.4% | -7.2% |
| 6M | +2.8% | +15.9% | -13.1% | +0.7% |
| YTD | -13.7% | +31.6% | -45.3% | -16.4% |
| 1Y | +13.6% | +28.5% | -14.9% | +10.2% |
| 3Y | -34.0% | +30.5% | -64.4% | -39.7% |
| All | -51.4% | +30.9% | -82.4% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling