+325.0%
COP vs CHD
+196.6%
+128.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.7% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +0.2% | +12.2% | -11.9% | -0.9% |
| 3M | +10.2% | +9.3% | +0.9% | +9.2% |
| 6M | +20.1% | +24.3% | -4.2% | +17.4% |
| YTD | +50.5% | +34.9% | +15.7% | +45.5% |
| 1Y | +56.8% | +32.7% | +24.1% | +51.9% |
| 3Y | +30.3% | +29.4% | +0.8% | +25.4% |
| 5Y | +126.8% | +31.7% | +95.1% | +114.4% |
| 10Y | +325.0% | +191.7% | +133.3% | +264.5% |
| All | +325.0% | +196.6% | +128.4% | +264.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling