+8,228.6%
CHD vs DVA
+5,166.5%
+3,062.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.6% |
| 7D | -4.2% | +2.0% | -6.2% | -4.3% |
| 30D | -7.6% | -0.4% | -7.2% | -7.5% |
| 3M | -1.6% | -7.7% | +6.1% | -1.1% |
| 6M | -6.3% | +20.0% | -26.3% | -8.4% |
| YTD | +14.6% | +61.1% | -46.5% | +8.7% |
| 1Y | +1.6% | +33.9% | -32.3% | -2.0% |
| 3Y | +3.1% | +91.5% | -88.4% | -4.6% |
| 5Y | +21.1% | +41.8% | -20.7% | +13.6% |
| 10Y | +128.6% | +187.5% | -58.9% | +97.1% |
| All | +8,228.6% | +5,166.5% | +3,062.1% | +5,733.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling