+4,683.6%
CVX vs CHD
+10,220.8%
-5,537.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | +3.3% | -2.7% | +6.0% | +3.8% |
| 30D | +12.9% | -4.6% | +17.5% | +13.8% |
| 3M | +11.7% | +5.0% | +6.7% | +10.5% |
| 6M | +14.1% | -3.2% | +17.4% | +14.4% |
| YTD | +40.7% | +18.6% | +22.0% | +35.7% |
| 1Y | +37.5% | +4.8% | +32.7% | +35.6% |
| 3Y | +43.9% | +6.1% | +37.8% | +40.5% |
| 5Y | +161.5% | +24.0% | +137.5% | +144.6% |
| 10Y | +215.1% | +124.5% | +90.7% | +156.7% |
| All | +4,683.6% | +10,220.8% | -5,537.2% | +2,198.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling