-35.7%
CLX vs CHD
+21.8%
-57.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -0.2% |
| 7D | -3.5% | -2.9% | -0.6% | -1.6% |
| 30D | -11.9% | -6.2% | -5.7% | -8.0% |
| 3M | -2.6% | +1.6% | -4.2% | -3.6% |
| 6M | -18.2% | -3.5% | -14.6% | -16.1% |
| YTD | -5.9% | +16.2% | -22.1% | -14.7% |
| 1Y | -23.8% | +3.4% | -27.2% | -25.5% |
| 3Y | -33.6% | +4.6% | -38.2% | -36.6% |
| 5Y | -35.7% | +21.1% | -56.8% | -44.4% |
| All | -35.7% | +21.8% | -57.5% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling