+3,231.7%
CLS vs CHD
+5,133.4%
-1,901.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +4.6% | -2.7% | +7.2% | +5.1% |
| 30D | -13.9% | -4.6% | -9.3% | -13.1% |
| 3M | -26.6% | +5.0% | -31.6% | -27.8% |
| 6M | +15.4% | -3.2% | +18.6% | +15.4% |
| YTD | +5.7% | +18.6% | -13.0% | +0.5% |
| 1Y | +41.1% | +4.8% | +36.3% | +37.5% |
| 3Y | +1,228.6% | +6.1% | +1,222.5% | +1,157.2% |
| 5Y | +3,240.6% | +24.0% | +3,216.7% | +2,878.4% |
| 10Y | +2,760.3% | +124.5% | +2,635.9% | +1,939.7% |
| All | +3,231.7% | +5,133.4% | -1,901.7% | +897.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling