+164.7%
COPX vs CHD
+20.9%
+143.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.3% | -4.5% | +2.1% | -2.6% |
| 30D | +0.3% | -6.7% | +7.0% | -0.1% |
| 3M | +6.8% | -2.7% | +9.5% | +6.8% |
| 6M | +7.9% | -4.9% | +12.9% | +7.7% |
| YTD | +23.7% | +13.3% | +10.4% | +24.9% |
| 1Y | +71.5% | +1.0% | +70.5% | +72.3% |
| 3Y | +149.1% | +1.3% | +147.8% | +150.2% |
| All | +164.7% | +20.9% | +143.8% | +188.0% |
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