+126.8%
COP vs CHD
+31.9%
+94.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.6% |
| 3M | +10.2% | +9.3% | +0.9% | +10.6% |
| 6M | +20.1% | +24.3% | -4.2% | +20.9% |
| YTD | +50.5% | +34.9% | +15.7% | +51.4% |
| 1Y | +56.8% | +32.7% | +24.1% | +57.7% |
| 3Y | +30.3% | +29.4% | +0.8% | +31.0% |
| 5Y | +126.8% | +31.7% | +95.1% | +117.0% |
| All | +126.8% | +31.9% | +94.9% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling