+31.8%
CVS vs CHD
+19.3%
+12.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -1.9% | -4.2% | +2.3% | -0.8% |
| 30D | -0.3% | -7.6% | +7.3% | +1.7% |
| 3M | -1.1% | -1.6% | +0.5% | -0.9% |
| 6M | +23.7% | -6.3% | +30.0% | +25.4% |
| YTD | +23.0% | +14.6% | +8.4% | +18.0% |
| 1Y | +37.2% | +1.6% | +35.6% | +35.7% |
| 3Y | +62.4% | +3.1% | +59.3% | +59.3% |
| 5Y | +31.8% | +21.1% | +10.7% | +19.6% |
| All | +31.8% | +19.3% | +12.5% | +19.6% |
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