+2,953.7%
CLS vs CHD
+125.6%
+2,828.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.6% |
| 7D | +5.0% | -4.7% | +9.7% | +4.6% |
| 30D | +4.8% | -8.3% | +13.1% | +4.2% |
| 3M | -10.4% | -4.0% | -6.4% | -10.5% |
| 6M | +20.8% | -6.5% | +27.3% | +20.7% |
| YTD | +10.0% | +13.1% | -3.1% | +10.4% |
| 1Y | +28.5% | +2.3% | +26.2% | +29.1% |
| 3Y | +1,292.2% | +1.8% | +1,290.4% | +1,276.9% |
| 5Y | +3,616.8% | +20.6% | +3,596.2% | +3,437.1% |
| All | +2,953.7% | +125.6% | +2,828.1% | +2,536.4% |
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