+44.6%
COP vs CHD
+7.1%
+37.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | +3.0% | -2.7% | +5.7% | +2.9% |
| 30D | +17.5% | -4.6% | +22.1% | +17.4% |
| 3M | +13.4% | +5.0% | +8.3% | +13.2% |
| 6M | +17.7% | -3.2% | +21.0% | +19.5% |
| YTD | +46.6% | +18.6% | +27.9% | +42.0% |
| 1Y | +44.6% | +4.8% | +39.8% | +39.3% |
| All | +44.6% | +7.1% | +37.6% | +39.3% |
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