+2,730.9%
CLX vs CHD
+11,604.3%
-8,873.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +13.6% | +2.4% | +11.3% | +12.8% |
| 30D | +29.1% | +13.9% | +15.1% | +23.4% |
| 3M | +1.6% | +8.5% | -6.9% | -1.2% |
| 6M | +18.7% | +20.4% | -1.6% | +11.6% |
| YTD | +11.1% | +34.5% | -23.4% | +0.6% |
| 1Y | +7.0% | +33.8% | -26.8% | -2.9% |
| 3Y | -10.0% | +29.1% | -39.1% | -17.5% |
| 5Y | -22.6% | +31.2% | -53.9% | -29.3% |
| 10Y | +29.3% | +193.1% | -163.8% | -5.7% |
| All | +2,730.9% | +11,604.3% | -8,873.3% | +870.6% |
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