+125.4%
CHD vs DVA
+187.8%
-62.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.5% | -1.3% | -3.1% | -4.3% |
| 30D | -6.7% | 0.0% | -6.7% | -6.7% |
| 3M | -2.7% | -10.9% | +8.2% | -1.9% |
| 6M | -4.9% | +17.3% | -22.2% | -7.2% |
| YTD | +13.3% | +59.8% | -46.5% | +6.6% |
| 1Y | +1.0% | +36.3% | -35.3% | -3.3% |
| 3Y | +1.3% | +88.6% | -87.3% | -7.0% |
| 5Y | +20.8% | +47.5% | -26.7% | +12.4% |
| All | +125.4% | +187.8% | -62.4% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling