+3,682.3%
CLS vs CHD
+19.3%
+3,663.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +0.7% |
| 7D | +20.1% | -4.2% | +24.3% | +18.6% |
| 30D | +6.0% | -7.6% | +13.6% | +3.7% |
| 3M | -10.3% | -1.6% | -8.7% | -10.2% |
| 6M | +24.5% | -6.3% | +30.8% | +23.6% |
| YTD | +12.9% | +14.6% | -1.7% | +17.9% |
| 1Y | +36.7% | +1.6% | +35.1% | +40.4% |
| 3Y | +1,328.1% | +3.1% | +1,324.9% | +1,343.8% |
| 5Y | +3,682.3% | +21.1% | +3,661.2% | +3,789.2% |
| All | +3,682.3% | +19.3% | +3,663.0% | +3,789.2% |
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