+62.8%
CVE vs CHD
+858.5%
-795.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.7% |
| 7D | -14.1% | +5.0% | -19.1% | -14.7% |
| 30D | -11.6% | +15.3% | -26.9% | -13.4% |
| 3M | 0.0% | +7.7% | -7.7% | -1.1% |
| 6M | -8.4% | +19.8% | -28.2% | -11.1% |
| YTD | +65.9% | +34.0% | +31.9% | +57.5% |
| 1Y | +69.4% | +30.1% | +39.3% | +61.6% |
| 3Y | +55.9% | +33.0% | +23.0% | +45.4% |
| 5Y | +146.2% | +33.1% | +113.0% | +124.9% |
| 10Y | +140.6% | +189.4% | -48.8% | +55.9% |
| All | +62.8% | +858.5% | -795.8% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling