+149.3%
COPX vs CHD
+0.5%
+148.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.3% | -5.7% | -7.1% |
| 7D | -2.9% | -4.7% | +1.8% | -3.4% |
| 30D | 0.0% | -8.3% | +8.3% | -0.9% |
| 3M | +14.8% | -4.0% | +18.8% | +14.6% |
| 6M | +7.0% | -6.5% | +13.6% | +6.3% |
| YTD | +23.8% | +13.1% | +10.8% | +26.8% |
| 1Y | +75.7% | +2.3% | +73.4% | +77.5% |
| All | +149.3% | +0.5% | +148.9% | +145.6% |
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