+31.9%
CHD vs RVTY
-10.9%
+42.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | 0.0% | -0.7% | +0.7% | 0.0% |
| 30D | +12.2% | +1.7% | +10.4% | +11.8% |
| 3M | +9.3% | +36.8% | -27.5% | +5.5% |
| 6M | +24.3% | +60.1% | -35.8% | +17.5% |
| YTD | +34.9% | +64.0% | -29.1% | +26.6% |
| 1Y | +32.7% | +68.2% | -35.5% | +24.1% |
| 3Y | +29.4% | +88.8% | -59.3% | +16.8% |
| All | +31.9% | -10.9% | +42.8% | +34.7% |
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