+2,609.7%
CLS vs CHD
+5,833.3%
-3,223.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.8% | +4.6% |
| 7D | +23.5% | +0.4% | +23.2% | +23.5% |
| 30D | -28.9% | +11.6% | -40.5% | -30.7% |
| 3M | -25.2% | +10.7% | -35.9% | -27.0% |
| 6M | -32.1% | +20.2% | -52.3% | -35.4% |
| YTD | -14.1% | +34.5% | -48.6% | -20.6% |
| 1Y | -24.1% | +32.6% | -56.6% | -29.7% |
| 3Y | +897.0% | +29.1% | +867.9% | +801.1% |
| 5Y | +2,089.9% | +31.5% | +2,058.4% | +1,834.2% |
| 10Y | +2,022.2% | +190.9% | +1,831.3% | +1,309.4% |
| All | +2,609.7% | +5,833.3% | -3,223.7% | +688.1% |
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