+135.5%
CVE vs CHD
+30.9%
+104.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.9% |
| 7D | -16.1% | +2.0% | -18.1% | -15.8% |
| 30D | -10.4% | +13.0% | -23.4% | -8.7% |
| 3M | -2.4% | +6.1% | -8.5% | -1.3% |
| 6M | -4.4% | +15.9% | -20.3% | -2.2% |
| YTD | +64.9% | +31.6% | +33.3% | +70.9% |
| 1Y | +66.0% | +28.5% | +37.6% | +71.7% |
| 3Y | +57.7% | +30.5% | +27.2% | +62.1% |
| All | +135.5% | +30.9% | +104.6% | +128.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling