-5.7%
COF vs CHD
+2.3%
-8.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -5.1% | -4.5% | -0.7% | -4.4% |
| 30D | -6.0% | -6.7% | +0.7% | -5.0% |
| 3M | +14.8% | -2.7% | +17.6% | +15.6% |
| 6M | +15.3% | -4.9% | +20.3% | +15.5% |
| YTD | -13.0% | +13.3% | -26.4% | -14.6% |
| 1Y | -5.7% | +1.0% | -6.7% | -8.7% |
| All | -5.7% | +2.3% | -8.0% | -8.7% |
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