+75.7%
CTVA vs CHD
+1.8%
+73.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | -5.8% | -4.2% | -1.6% | -5.2% |
| 30D | +11.1% | -7.6% | +18.6% | +12.3% |
| 3M | +13.2% | -1.6% | +14.8% | +13.4% |
| 6M | +8.7% | -6.3% | +15.0% | +9.8% |
| YTD | +27.3% | +14.6% | +12.7% | +24.3% |
| 1Y | +18.0% | +1.6% | +16.4% | +17.4% |
| All | +75.7% | +1.8% | +73.9% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling