+20.6%
CHD vs XPO
+257.8%
-237.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | -4.7% | -1.3% | -3.4% | -4.7% |
| 30D | -8.3% | -10.4% | +2.0% | -7.9% |
| 3M | -4.0% | -15.7% | +11.6% | -3.3% |
| 6M | -6.5% | -6.3% | -0.2% | -6.4% |
| YTD | +13.1% | +34.2% | -21.1% | +11.0% |
| 1Y | +2.3% | +39.9% | -37.6% | +0.2% |
| 3Y | +1.8% | +155.2% | -153.4% | -4.3% |
| 5Y | +20.6% | +264.7% | -244.1% | +8.1% |
| All | +20.6% | +257.8% | -237.2% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling