-10.0%
CLX vs CHD
+29.0%
-39.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.7% |
| 7D | +13.6% | +2.4% | +11.3% | +11.9% |
| 30D | +29.1% | +13.9% | +15.1% | +18.4% |
| 3M | +1.6% | +8.5% | -6.9% | -3.9% |
| 6M | +18.7% | +20.4% | -1.6% | +5.4% |
| YTD | +11.1% | +34.5% | -23.4% | -7.1% |
| 1Y | +7.0% | +33.8% | -26.8% | -10.2% |
| 3Y | -10.0% | +29.1% | -39.1% | -23.4% |
| All | -10.0% | +29.0% | -39.0% | -23.4% |
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