+17,451.9%
COR vs CHD
+9,627.1%
+7,824.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.8% |
| 7D | +2.8% | -2.7% | +5.4% | +3.4% |
| 30D | +4.5% | -4.6% | +9.2% | +5.7% |
| 3M | +22.7% | +5.0% | +17.6% | +21.2% |
| 6M | -9.7% | -3.2% | -6.5% | -9.2% |
| YTD | -1.4% | +18.6% | -20.1% | -5.6% |
| 1Y | +13.9% | +4.8% | +9.1% | +12.1% |
| 3Y | +94.0% | +6.1% | +87.8% | +89.4% |
| 5Y | +184.0% | +24.0% | +160.1% | +165.8% |
| 10Y | +406.8% | +124.5% | +282.3% | +312.0% |
| All | +17,451.9% | +9,627.1% | +7,824.7% | +8,478.8% |
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