+31.5%
OXY vs CHD
+7.1%
+24.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.6% | -2.7% | +4.3% | +1.4% |
| 30D | +11.6% | -4.6% | +16.2% | +11.3% |
| 3M | +2.8% | +5.0% | -2.2% | +2.9% |
| 6M | +13.0% | -3.2% | +16.3% | +15.3% |
| YTD | +47.4% | +18.6% | +28.7% | +44.0% |
| 1Y | +31.5% | +4.8% | +26.7% | +26.6% |
| All | +31.5% | +7.1% | +24.4% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling