+2,385.0%
ELV vs CHD
+2,901.1%
-516.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.7% | -0.6% |
| 7D | -0.3% | -2.9% | +2.6% | +0.8% |
| 30D | +2.0% | -6.2% | +8.2% | +4.3% |
| 3M | -3.5% | +1.6% | -5.0% | -4.3% |
| 6M | +40.2% | -3.5% | +43.7% | +41.1% |
| YTD | +15.8% | +16.2% | -0.4% | +8.8% |
| 1Y | +33.2% | +3.4% | +29.8% | +30.2% |
| 3Y | -6.2% | +4.6% | -10.8% | -9.5% |
| 5Y | +16.4% | +21.1% | -4.7% | +5.0% |
| 10Y | +259.8% | +126.5% | +133.2% | +150.9% |
| All | +2,385.0% | +2,901.1% | -516.1% | +680.3% |
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