-1.4%
CLX vs CHD
+123.8%
-125.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.2% |
| 7D | -4.9% | -4.2% | -0.8% | -2.2% |
| 30D | -15.8% | -7.6% | -8.2% | -11.3% |
| 3M | -7.9% | -1.6% | -6.3% | -6.9% |
| 6M | -19.0% | -6.3% | -12.7% | -15.3% |
| YTD | -7.9% | +14.6% | -22.5% | -15.8% |
| 1Y | -25.4% | +1.6% | -27.0% | -26.3% |
| 3Y | -35.0% | +3.1% | -38.2% | -37.3% |
| 5Y | -36.8% | +21.1% | -57.8% | -45.6% |
| 10Y | -1.4% | +128.6% | -130.0% | -45.3% |
| All | -1.4% | +123.8% | -125.3% | -45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling