+31.2%
CHD vs COO
-41.3%
+72.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +2.4% | +4.5% | -2.1% | +1.6% |
| 30D | +13.9% | +16.9% | -3.0% | +10.8% |
| 3M | +8.5% | -16.7% | +25.2% | +11.7% |
| 6M | +20.4% | +5.9% | +14.4% | +18.8% |
| YTD | +34.5% | -22.4% | +57.0% | +39.5% |
| 1Y | +33.8% | -10.1% | +43.9% | +35.5% |
| 3Y | +29.1% | -22.8% | +51.9% | +31.6% |
| 5Y | +31.2% | -41.4% | +72.6% | +38.1% |
| All | +31.2% | -41.3% | +72.5% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling