+21.8%
VZ vs CHD
+33.2%
-11.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | +1.5% | +3.6% | -2.2% | +0.2% |
| 30D | +4.4% | +10.4% | -6.0% | +0.8% |
| 3M | -2.4% | +12.2% | -14.5% | -6.2% |
| 6M | +1.4% | +19.9% | -18.5% | -4.9% |
| YTD | +21.4% | +36.4% | -15.0% | +9.0% |
| 1Y | +20.3% | +35.1% | -14.9% | +8.2% |
| 3Y | +57.4% | +29.2% | +28.2% | +43.4% |
| All | +21.8% | +33.2% | -11.4% | +7.6% |
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