+2,806.9%
CLX vs CHD
+11,766.8%
-8,960.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.3% | +0.7% |
| 7D | +9.5% | +3.6% | +5.9% | +8.2% |
| 30D | +30.7% | +10.4% | +20.3% | +26.3% |
| 3M | +4.2% | +12.2% | -7.9% | +0.2% |
| 6M | +22.1% | +19.9% | +2.2% | +14.9% |
| YTD | +14.1% | +36.4% | -22.3% | +2.8% |
| 1Y | +10.3% | +35.1% | -24.8% | -0.3% |
| 3Y | -7.8% | +29.2% | -37.0% | -15.5% |
| 5Y | -20.8% | +33.4% | -54.2% | -28.0% |
| 10Y | +31.9% | +195.0% | -163.2% | -4.2% |
| All | +2,806.9% | +11,766.8% | -8,960.0% | +891.9% |
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 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