+60.4%
CVS vs CHD
+196.1%
-135.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | +6.6% | +3.6% | +2.9% | +5.4% |
| 30D | -0.4% | +10.4% | -10.9% | -3.7% |
| 3M | -5.3% | +12.2% | -17.4% | -8.8% |
| 6M | -7.7% | +19.9% | -27.6% | -13.3% |
| YTD | +16.0% | +36.4% | -20.4% | +4.3% |
| 1Y | +16.2% | +35.1% | -18.9% | +4.7% |
| 3Y | +47.6% | +29.2% | +18.4% | +33.3% |
| 5Y | +12.3% | +33.4% | -21.1% | -1.2% |
| All | +60.4% | +196.1% | -135.6% | +7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling