+444.5%
CORZ vs CHD
+1.1%
+443.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +3.5% |
| 7D | +16.6% | -2.9% | +19.5% | +14.6% |
| 30D | -10.9% | -6.2% | -4.6% | -13.9% |
| 3M | -31.0% | +1.6% | -32.6% | -29.8% |
| 6M | +26.0% | -3.5% | +29.6% | +25.2% |
| YTD | +28.6% | +16.2% | +12.4% | +40.5% |
| 1Y | +34.5% | +3.4% | +31.1% | +39.2% |
| All | +444.5% | +1.1% | +443.3% | +592.0% |
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