+241.9%
CORZ vs CHD
+14.5%
+227.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +2.1% |
| 7D | -11.2% | +2.0% | -13.2% | -9.8% |
| 30D | -26.2% | +13.0% | -39.2% | -19.7% |
| 3M | -44.1% | +6.1% | -50.2% | -41.3% |
| 6M | -52.3% | +15.9% | -68.1% | -46.8% |
| YTD | -19.2% | +31.6% | -50.8% | -4.0% |
| 1Y | -42.9% | +28.5% | -71.3% | -32.7% |
| All | +241.9% | +14.5% | +227.3% | +372.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling