+31.0%
CHD vs XPO
+38.8%
-7.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.7% |
| 7D | +6.9% | +3.5% | +3.4% | +6.7% |
| 30D | +17.1% | +2.8% | +14.3% | +16.9% |
| 3M | +9.1% | -7.5% | +16.6% | +9.6% |
| 6M | +21.4% | -5.9% | +27.3% | +21.1% |
| YTD | +34.9% | +38.4% | -3.5% | +26.4% |
| 1Y | +31.0% | +33.7% | -2.7% | +23.1% |
| All | +31.0% | +38.8% | -7.7% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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