+40.2%
CVX vs CHD
+0.8%
+39.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | +0.7% | -4.7% | +5.4% | +0.9% |
| 30D | +9.1% | -8.3% | +17.5% | +9.7% |
| 3M | +13.1% | -4.0% | +17.1% | +13.1% |
| 6M | +16.3% | -6.5% | +22.8% | +17.6% |
| YTD | +43.5% | +13.1% | +30.4% | +37.4% |
| 1Y | +40.2% | +2.3% | +37.8% | +35.5% |
| All | +40.2% | +0.8% | +39.3% | +35.5% |
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