+105.2%
CTVA vs CHD
+19.7%
+85.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -4.7% | -4.7% | +0.1% | -3.9% |
| 30D | +11.1% | -8.3% | +19.4% | +12.6% |
| 3M | +13.7% | -4.0% | +17.7% | +14.4% |
| 6M | +11.2% | -6.5% | +17.7% | +12.3% |
| YTD | +26.9% | +13.1% | +13.8% | +23.9% |
| 1Y | +18.8% | +2.3% | +16.5% | +18.0% |
| 3Y | +75.9% | +1.8% | +74.1% | +74.4% |
| 5Y | +105.2% | +20.6% | +84.7% | +97.7% |
| All | +105.2% | +19.7% | +85.6% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling