+172.2%
CVX vs CHD
+19.3%
+152.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +1.9% |
| 7D | +1.0% | -4.2% | +5.1% | +1.0% |
| 30D | +10.7% | -7.6% | +18.2% | +10.8% |
| 3M | +15.5% | -1.6% | +17.1% | +15.4% |
| 6M | +14.9% | -6.3% | +21.2% | +15.1% |
| YTD | +44.2% | +14.6% | +29.6% | +43.5% |
| 1Y | +43.5% | +1.6% | +41.9% | +42.9% |
| 3Y | +45.0% | +3.1% | +41.8% | +45.2% |
| 5Y | +172.2% | +21.1% | +151.1% | +157.8% |
| All | +172.2% | +19.3% | +152.9% | +157.8% |
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 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