+125.4%
CHD vs XPO
+1,516.3%
-1,390.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.5% | -5.7% | +1.2% | -4.2% |
| 30D | -6.7% | -12.8% | +6.1% | -6.1% |
| 3M | -2.7% | -20.0% | +17.3% | -1.8% |
| 6M | -4.9% | -6.0% | +1.1% | -4.8% |
| YTD | +13.3% | +34.0% | -20.7% | +11.4% |
| 1Y | +1.0% | +35.6% | -34.5% | -0.8% |
| 3Y | +1.3% | +152.3% | -151.0% | -4.3% |
| 5Y | +20.8% | +264.4% | -243.5% | +10.6% |
| All | +125.4% | +1,516.3% | -1,390.9% | +111.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling