+22.2%
ELV vs CHD
+20.9%
+1.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +3.2% | -4.5% | +7.7% | +4.5% |
| 30D | +5.4% | -6.7% | +12.1% | +7.4% |
| 3M | +5.4% | -2.7% | +8.1% | +5.9% |
| 6M | +45.7% | -4.9% | +50.7% | +47.2% |
| YTD | +21.2% | +13.3% | +7.9% | +15.6% |
| 1Y | +35.6% | +1.0% | +34.6% | +34.1% |
| 3Y | -2.0% | +1.3% | -3.3% | -3.5% |
| All | +22.2% | +20.9% | +1.3% | +10.4% |
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 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