-41.3%
CORZ vs CHD
+30.9%
-72.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +2.6% | -13.0% | -8.0% |
| 7D | -14.9% | +6.9% | -21.9% | -9.2% |
| 30D | -23.1% | +17.1% | -40.2% | -11.6% |
| 3M | -44.1% | +9.1% | -53.2% | -38.9% |
| 6M | -39.5% | +21.4% | -60.9% | -28.6% |
| YTD | -12.4% | +34.9% | -47.2% | +8.7% |
| 1Y | -41.3% | +31.0% | -72.3% | -27.7% |
| All | -41.3% | +30.9% | -72.2% | -27.7% |
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