+191.7%
COP vs CHD
+21.8%
+169.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.5% |
| 7D | -0.8% | -2.9% | +2.1% | -0.9% |
| 30D | +15.6% | -6.2% | +21.8% | +15.4% |
| 3M | +14.3% | +1.6% | +12.8% | +14.4% |
| 6M | +17.0% | -3.5% | +20.5% | +17.1% |
| YTD | +47.4% | +16.2% | +31.2% | +47.7% |
| 1Y | +52.4% | +3.4% | +49.0% | +52.1% |
| 3Y | +20.8% | +4.6% | +16.2% | +20.9% |
| 5Y | +191.7% | +21.1% | +170.5% | +195.7% |
| All | +191.7% | +21.8% | +169.9% | +195.7% |
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