+58.6%
CVE vs CHD
+32.9%
+25.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.9% |
| 7D | -14.1% | +5.0% | -19.1% | -12.8% |
| 30D | -11.6% | +15.3% | -26.9% | -8.1% |
| 3M | 0.0% | +7.7% | -7.7% | +2.5% |
| 6M | -8.4% | +19.8% | -28.2% | -3.7% |
| YTD | +65.9% | +34.0% | +31.9% | +78.6% |
| 1Y | +69.4% | +30.1% | +39.3% | +81.2% |
| All | +58.6% | +32.9% | +25.6% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling