+57.1%
CVE vs CHD
+30.9%
+26.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +1.2% |
| 7D | -10.1% | +0.8% | -10.9% | -9.7% |
| 30D | -12.1% | +13.5% | -25.6% | -8.3% |
| 3M | -1.9% | +8.1% | -10.0% | +1.4% |
| 6M | -1.8% | +19.9% | -21.7% | +3.3% |
| YTD | +65.8% | +34.0% | +31.8% | +68.1% |
| All | +57.1% | +30.9% | +26.1% | +60.0% |
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