+2,056.3%
CHD vs XPO
+10,152.6%
-8,096.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -2.0% |
| 7D | -2.9% | +2.7% | -5.6% | -3.0% |
| 30D | -6.2% | -6.2% | 0.0% | -6.0% |
| 3M | +1.6% | -15.4% | +17.0% | +2.0% |
| 6M | -3.5% | +0.7% | -4.3% | -3.7% |
| YTD | +16.2% | +39.8% | -23.6% | +14.7% |
| 1Y | +3.4% | +43.3% | -39.9% | +1.9% |
| 3Y | +4.6% | +166.0% | -161.4% | +0.5% |
| 5Y | +21.1% | +274.2% | -253.0% | +14.3% |
| 10Y | +126.5% | +1,429.0% | -1,302.5% | +103.0% |
| All | +2,056.3% | +10,152.6% | -8,096.3% | +1,777.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling