-5.1%
COF vs CHD
+30.9%
-36.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.8% | -1.7% |
| 7D | +0.7% | +6.9% | -6.3% | -0.6% |
| 30D | +5.7% | +17.1% | -11.4% | +2.3% |
| 3M | -6.7% | +9.1% | -15.8% | -8.5% |
| 6M | +9.5% | +21.4% | -11.9% | +6.0% |
| YTD | -13.9% | +34.9% | -48.7% | -20.0% |
| 1Y | -5.1% | +31.0% | -36.1% | -10.6% |
| All | -5.1% | +30.9% | -36.0% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling