+202.4%
COPX vs CHD
+618.1%
-415.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.0% | +6.1% | +4.6% |
| 7D | +5.8% | -2.9% | +8.7% | +6.6% |
| 30D | +7.2% | -6.2% | +13.4% | +9.0% |
| 3M | +16.5% | +1.6% | +14.9% | +15.5% |
| 6M | +18.4% | -3.5% | +22.0% | +19.1% |
| YTD | +31.9% | +16.2% | +15.7% | +25.7% |
| 1Y | +88.5% | +3.4% | +85.1% | +85.1% |
| 3Y | +173.1% | +4.6% | +168.5% | +161.5% |
| 5Y | +193.1% | +21.1% | +172.0% | +158.1% |
| 10Y | +591.7% | +126.5% | +465.1% | +318.4% |
| All | +202.4% | +618.1% | -415.7% | -31.5% |
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