+272.1%
ELV vs CHD
+126.1%
+146.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.8% |
| 7D | +2.8% | -4.5% | +7.2% | +4.3% |
| 30D | +4.9% | -6.7% | +11.6% | +7.2% |
| 3M | +4.9% | -2.7% | +7.6% | +5.5% |
| 6M | +45.1% | -4.9% | +50.0% | +46.7% |
| YTD | +20.7% | +13.3% | +7.3% | +14.7% |
| 1Y | +35.0% | +1.0% | +34.0% | +33.3% |
| 3Y | -2.4% | +1.3% | -3.8% | -4.5% |
| 5Y | +25.5% | +20.8% | +4.6% | +13.8% |
| All | +272.1% | +126.1% | +146.0% | +197.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling