+18,455.8%
COR vs CHD
+10,956.7%
+7,499.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.2% | 0.0% | -1.2% | -1.1% |
| 30D | +7.6% | +12.2% | -4.5% | +4.8% |
| 3M | +5.0% | +9.3% | -4.3% | +2.8% |
| 6M | +35.3% | +24.3% | +11.0% | +28.5% |
| YTD | +4.2% | +34.9% | -30.6% | -3.1% |
| 1Y | -3.4% | +32.7% | -36.1% | -9.9% |
| 3Y | +81.1% | +29.4% | +51.7% | +69.1% |
| 5Y | +195.8% | +31.7% | +164.1% | +172.9% |
| 10Y | +493.6% | +191.7% | +301.9% | +356.7% |
| All | +18,455.8% | +10,956.7% | +7,499.2% | +8,702.3% |
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