+1,312.5%
CLS vs CHD
+4.0%
+1,308.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.0% | +7.7% | +4.3% |
| 7D | +12.8% | -2.9% | +15.7% | +10.8% |
| 30D | +3.8% | -6.2% | +10.0% | 0.0% |
| 3M | -14.6% | +1.6% | -16.2% | -12.8% |
| 6M | +32.2% | -3.5% | +35.8% | +31.7% |
| YTD | +11.6% | +16.2% | -4.6% | +25.4% |
| 1Y | +35.1% | +3.4% | +31.7% | +43.6% |
| 3Y | +1,312.5% | +4.6% | +1,307.9% | +1,421.4% |
| All | +1,312.5% | +4.0% | +1,308.6% | +1,421.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling