+4,775.6%
CVX vs CHD
+11,349.8%
-6,574.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.2% |
| 7D | -9.7% | +2.0% | -11.7% | -10.1% |
| 30D | +3.6% | +13.0% | -9.4% | +1.3% |
| 3M | +13.3% | +6.1% | +7.2% | +11.9% |
| 6M | +16.9% | +15.9% | +1.0% | +13.4% |
| YTD | +43.4% | +31.6% | +11.8% | +35.6% |
| 1Y | +44.5% | +28.5% | +16.0% | +37.2% |
| 3Y | +64.0% | +30.5% | +33.5% | +54.0% |
| 5Y | +126.4% | +30.7% | +95.7% | +109.8% |
| 10Y | +209.4% | +184.2% | +25.2% | +140.8% |
| All | +4,775.6% | +11,349.8% | -6,574.2% | +2,196.3% |
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