+124.9%
CHD vs COO
+17.5%
+107.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.7% | +13.4% | +1.7% |
| 7D | -4.7% | -23.3% | +18.6% | +0.3% |
| 30D | -8.3% | -29.5% | +21.2% | -1.9% |
| 3M | -4.0% | -20.0% | +15.9% | +0.1% |
| 6M | -6.5% | -27.2% | +20.7% | -0.8% |
| YTD | +13.1% | -33.9% | +47.0% | +22.2% |
| 1Y | +2.3% | -19.9% | +22.3% | +6.3% |
| 3Y | +1.8% | -38.1% | +39.9% | +9.2% |
| 5Y | +20.6% | -52.0% | +72.5% | +34.9% |
| All | +124.9% | +17.5% | +107.3% | +94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling