+35,208.6%
VLO vs CHD
+11,631.5%
+23,577.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -16.6% | +12.2% | -28.7% | -18.4% |
| 3M | +12.3% | +9.3% | +3.0% | +10.3% |
| 6M | +47.8% | +24.3% | +23.6% | +41.5% |
| YTD | +126.7% | +34.9% | +91.9% | +112.9% |
| 1Y | +105.4% | +32.7% | +72.7% | +93.3% |
| 3Y | +222.0% | +29.4% | +192.5% | +201.6% |
| 5Y | +449.8% | +31.7% | +418.1% | +405.7% |
| 10Y | +754.3% | +191.7% | +562.6% | +541.2% |
| All | +35,208.6% | +11,631.5% | +23,577.1% | +15,385.7% |
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