+21.1%
CHD vs RVTY
-34.2%
+55.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.1% |
| 7D | -4.2% | -5.4% | +1.3% | -3.6% |
| 30D | -7.6% | +6.7% | -14.3% | -8.3% |
| 3M | -1.6% | +19.0% | -20.6% | -3.7% |
| 6M | -6.3% | +34.6% | -41.0% | -9.9% |
| YTD | +14.6% | +28.3% | -13.7% | +10.6% |
| 1Y | +1.6% | +46.0% | -44.4% | -3.7% |
| 3Y | +3.1% | +16.9% | -13.7% | -0.8% |
| 5Y | +21.1% | -32.9% | +54.0% | +26.6% |
| All | +21.1% | -34.2% | +55.3% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling