+9.1%
COR vs CHD
+0.8%
+8.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -4.8% | -4.7% | -0.1% | -3.7% |
| 30D | -3.7% | -8.3% | +4.6% | -1.8% |
| 3M | +14.3% | -4.0% | +18.4% | +15.3% |
| 6M | -8.5% | -6.5% | -2.0% | -7.0% |
| YTD | -4.4% | +13.1% | -17.5% | -6.0% |
| 1Y | +9.1% | +2.3% | +6.8% | +15.1% |
| All | +9.1% | +0.8% | +8.3% | +15.1% |
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