+20.8%
COP vs CHD
+4.0%
+16.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.5% |
| 7D | -0.8% | -2.9% | +2.1% | -1.0% |
| 30D | +15.6% | -6.2% | +21.8% | +15.3% |
| 3M | +14.3% | +1.6% | +12.8% | +14.4% |
| 6M | +17.0% | -3.5% | +20.5% | +17.2% |
| YTD | +47.4% | +16.2% | +31.2% | +47.5% |
| 1Y | +52.4% | +3.4% | +49.0% | +51.5% |
| 3Y | +20.8% | +4.6% | +16.2% | +14.1% |
| All | +20.8% | +4.0% | +16.8% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling