+10,361.2%
CHD vs RVTY
+2,416.7%
+7,944.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -2.7% | +1.1% | -3.8% | -2.8% |
| 30D | -4.6% | +13.2% | -17.8% | -6.1% |
| 3M | +5.0% | +27.2% | -22.2% | +1.8% |
| 6M | -3.2% | +32.4% | -35.6% | -7.0% |
| YTD | +18.6% | +34.9% | -16.2% | +13.6% |
| 1Y | +4.8% | +52.4% | -47.5% | -1.3% |
| 3Y | +6.1% | +12.3% | -6.1% | +2.3% |
| 5Y | +24.0% | -30.8% | +54.8% | +25.6% |
| 10Y | +124.5% | +150.7% | -26.2% | +91.6% |
| All | +10,361.2% | +2,416.7% | +7,944.6% | +5,667.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling