-33.6%
CLX vs CHD
+4.0%
-37.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -0.3% |
| 7D | -3.5% | -2.9% | -0.6% | -1.7% |
| 30D | -11.9% | -6.2% | -5.7% | -8.3% |
| 3M | -2.6% | +1.6% | -4.2% | -3.4% |
| 6M | -18.2% | -3.5% | -14.6% | -16.4% |
| YTD | -5.9% | +16.2% | -22.1% | -13.2% |
| 1Y | -23.8% | +3.4% | -27.2% | -25.0% |
| 3Y | -33.6% | +4.6% | -38.2% | -36.9% |
| All | -33.6% | +4.0% | -37.6% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling