+3.5%
COR vs CHD
+30.9%
-27.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.3% | +3.2% |
| 7D | +9.1% | +6.9% | +2.2% | +7.1% |
| 30D | +12.4% | +17.1% | -4.7% | +7.6% |
| 3M | +15.8% | +9.1% | +6.7% | +12.8% |
| 6M | +17.1% | +21.4% | -4.3% | +11.3% |
| YTD | +5.4% | +34.9% | -29.4% | -1.2% |
| 1Y | +3.5% | +31.0% | -27.5% | -3.2% |
| All | +3.5% | +30.9% | -27.4% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling