+125.4%
CHD vs RVTY
+145.6%
-20.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.2% |
| 7D | -4.5% | -4.5% | +0.1% | -3.9% |
| 30D | -6.7% | +5.5% | -12.2% | -7.5% |
| 3M | -2.7% | +22.5% | -25.2% | -5.7% |
| 6M | -4.9% | +38.9% | -43.8% | -9.9% |
| YTD | +13.3% | +28.7% | -15.4% | +8.4% |
| 1Y | +1.0% | +45.5% | -44.5% | -5.4% |
| 3Y | +1.3% | +16.4% | -15.0% | -3.7% |
| 5Y | +20.8% | -32.7% | +53.6% | +25.3% |
| All | +125.4% | +145.6% | -20.3% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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