+4,690.3%
COP vs CHD
+11,601.1%
-6,910.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | -0.6% | +11.6% | -12.2% | -2.5% |
| 3M | +10.8% | +10.7% | +0.1% | +8.7% |
| 6M | +19.6% | +20.2% | -0.6% | +15.7% |
| YTD | +52.9% | +34.5% | +18.4% | +44.8% |
| 1Y | +62.2% | +32.6% | +29.6% | +53.9% |
| 3Y | +32.4% | +29.1% | +3.3% | +25.0% |
| 5Y | +129.7% | +31.5% | +98.2% | +113.8% |
| 10Y | +331.8% | +190.9% | +140.8% | +241.3% |
| All | +4,690.3% | +11,601.1% | -6,910.8% | +2,272.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling