+1,838.4%
CLS vs CHD
+33.4%
+1,805.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.8% | +6.0% | +8.5% |
| 7D | -10.6% | +0.8% | -11.3% | -10.2% |
| 30D | -38.4% | +13.5% | -51.9% | -35.4% |
| 3M | -29.9% | +8.1% | -38.0% | -27.3% |
| 6M | -40.6% | +19.9% | -60.5% | -36.2% |
| YTD | -24.6% | +34.0% | -58.6% | -16.6% |
| 1Y | -30.8% | +29.8% | -60.6% | -23.7% |
| 3Y | +811.7% | +28.7% | +783.0% | +866.7% |
| 5Y | +1,838.4% | +31.8% | +1,806.6% | +1,828.3% |
| All | +1,838.4% | +33.4% | +1,805.0% | +1,828.3% |
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