+10,361.2%
CHD vs COO
+5,988.7%
+4,372.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | 0.0% |
| 7D | -2.7% | -2.2% | -0.5% | -2.6% |
| 30D | -4.6% | -7.0% | +2.4% | -4.3% |
| 3M | +5.0% | +12.2% | -7.2% | +4.4% |
| 6M | -3.2% | -15.1% | +11.9% | -2.5% |
| YTD | +18.6% | -15.1% | +33.7% | +19.5% |
| 1Y | +4.8% | +2.3% | +2.5% | +4.6% |
| 3Y | +6.1% | -23.7% | +29.8% | +7.0% |
| 5Y | +24.0% | -38.9% | +62.9% | +25.8% |
| 10Y | +124.5% | +49.9% | +74.5% | +119.0% |
| All | +10,361.2% | +5,988.7% | +4,372.5% | +9,625.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling