+35.4%
CVS vs CHD
+7.1%
+28.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | +4.0% | -2.7% | +6.6% | +4.5% |
| 30D | -2.4% | -4.6% | +2.2% | -1.5% |
| 3M | +2.7% | +5.0% | -2.4% | +1.5% |
| 6M | +21.9% | -3.2% | +25.1% | +22.4% |
| YTD | +24.7% | +18.6% | +6.1% | +19.9% |
| 1Y | +35.4% | +4.8% | +30.6% | +34.8% |
| All | +35.4% | +7.1% | +28.4% | +34.8% |
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