+4.6%
CHD vs COO
-23.3%
+27.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.6% |
| 7D | -2.9% | -2.3% | -0.6% | -2.6% |
| 30D | -6.2% | -8.8% | +2.6% | -4.9% |
| 3M | +1.6% | +1.3% | +0.2% | +1.4% |
| 6M | -3.5% | -11.6% | +8.0% | -2.1% |
| YTD | +16.2% | -17.4% | +33.6% | +18.9% |
| 1Y | +3.4% | -1.6% | +5.0% | +3.6% |
| 3Y | +4.6% | -22.6% | +27.3% | +4.0% |
| All | +4.6% | -23.3% | +27.9% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded COO 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling