+143.5%
CVE vs CHD
+196.6%
-53.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.4% | +2.7% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -10.8% | +12.2% | -23.0% | -10.5% |
| 3M | -4.3% | +9.3% | -13.7% | -4.0% |
| 6M | -1.5% | +24.3% | -25.7% | -1.0% |
| YTD | +70.7% | +34.9% | +35.9% | +71.4% |
| 1Y | +58.1% | +32.7% | +25.4% | +58.7% |
| 3Y | +69.8% | +29.4% | +40.4% | +69.5% |
| 5Y | +148.9% | +31.7% | +117.2% | +146.0% |
| 10Y | +143.5% | +191.7% | -48.1% | +140.8% |
| All | +143.5% | +196.6% | -53.0% | +140.8% |
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