+216.7%
CTVA vs CHD
+36.4%
+180.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -4.5% | -4.5% | 0.0% | -3.5% |
| 30D | +11.3% | -6.7% | +18.0% | +13.1% |
| 3M | +12.3% | -2.7% | +15.0% | +12.9% |
| 6M | +7.2% | -4.9% | +12.1% | +8.1% |
| YTD | +26.0% | +13.3% | +12.7% | +21.7% |
| 1Y | +16.0% | +1.0% | +15.0% | +15.1% |
| 3Y | +73.9% | +1.3% | +72.6% | +70.9% |
| 5Y | +103.8% | +20.8% | +83.0% | +86.5% |
| All | +216.7% | +36.4% | +180.4% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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