+231.7%
CTVA vs CHD
+42.7%
+188.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | +4.9% | -2.7% | +7.6% | +5.6% |
| 30D | +11.9% | -4.6% | +16.5% | +13.1% |
| 3M | +13.7% | +5.0% | +8.6% | +12.2% |
| 6M | +13.1% | -3.2% | +16.4% | +13.7% |
| YTD | +32.0% | +18.6% | +13.3% | +26.1% |
| 1Y | +22.1% | +4.8% | +17.2% | +20.1% |
| 3Y | +77.5% | +6.1% | +71.3% | +72.6% |
| 5Y | +106.3% | +24.0% | +82.3% | +88.0% |
| All | +231.7% | +42.7% | +188.9% | +175.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling