+337.5%
COP vs CHD
+125.6%
+211.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | +1.0% | -4.7% | +5.7% | +1.4% |
| 30D | +9.6% | -8.3% | +17.9% | +10.4% |
| 3M | +15.0% | -4.0% | +19.1% | +15.4% |
| 6M | +21.8% | -6.5% | +28.3% | +22.3% |
| YTD | +49.6% | +13.1% | +36.5% | +47.0% |
| 1Y | +49.9% | +2.3% | +47.6% | +48.8% |
| 3Y | +22.6% | +1.8% | +20.8% | +20.9% |
| 5Y | +193.6% | +20.6% | +173.0% | +176.9% |
| All | +337.5% | +125.6% | +211.9% | +268.1% |
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