+62.0%
CVE vs CHD
+32.9%
+29.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.6% |
| 7D | +4.6% | +0.4% | +4.3% | +4.8% |
| 30D | -12.0% | +11.6% | -23.6% | -8.5% |
| 3M | -3.8% | +10.7% | -14.5% | +0.1% |
| 6M | -2.7% | +20.2% | -23.0% | +2.7% |
| YTD | +73.6% | +34.5% | +39.1% | +77.3% |
| 1Y | +62.0% | +32.6% | +29.5% | +66.5% |
| All | +62.0% | +32.9% | +29.1% | +66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling