+191.7%
CHD vs COO
+40.2%
+151.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | 0.0% | -2.3% | +2.3% | +0.5% |
| 30D | +12.2% | +13.3% | -1.1% | +9.4% |
| 3M | +9.3% | -18.1% | +27.4% | +13.4% |
| 6M | +24.3% | +6.7% | +17.6% | +22.1% |
| YTD | +34.9% | -23.2% | +58.1% | +41.2% |
| 1Y | +32.7% | -12.3% | +45.0% | +35.3% |
| 3Y | +29.4% | -23.6% | +53.0% | +32.8% |
| 5Y | +31.7% | -38.7% | +70.4% | +39.7% |
| 10Y | +191.7% | +42.2% | +149.5% | +147.2% |
| All | +191.7% | +40.2% | +151.5% | +147.2% |
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