+148.6%
CVE vs CHD
+195.3%
-46.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.7% |
| 7D | +5.9% | +3.4% | +2.6% | +6.1% |
| 30D | -10.9% | +10.1% | -21.0% | -10.6% |
| 3M | -4.5% | +11.9% | -16.4% | -4.1% |
| 6M | -1.0% | +19.6% | -20.6% | -0.5% |
| YTD | +74.7% | +36.0% | +38.7% | +75.5% |
| 1Y | +65.8% | +34.8% | +31.1% | +66.5% |
| 3Y | +73.2% | +28.8% | +44.4% | +73.0% |
| 5Y | +155.6% | +33.0% | +122.6% | +152.6% |
| All | +148.6% | +195.3% | -46.7% | +144.8% |
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