+475.2%
COR vs CHD
+191.9%
+283.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +2.9% | +0.4% | +2.5% | +2.7% |
| 30D | +5.8% | +11.6% | -5.7% | +2.0% |
| 3M | +11.4% | +10.7% | +0.7% | +7.6% |
| 6M | +34.5% | +20.2% | +14.2% | +26.3% |
| YTD | +4.1% | +34.5% | -30.4% | -6.3% |
| 1Y | -3.1% | +32.6% | -35.7% | -12.4% |
| 3Y | +80.9% | +29.1% | +51.8% | +63.6% |
| 5Y | +195.1% | +31.5% | +163.6% | +160.8% |
| All | +475.2% | +191.9% | +283.2% | +301.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling