+6.4%
OXY vs CHD
+126.1%
-119.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +2.8% | -4.5% | +7.3% | +3.0% |
| 30D | +5.5% | -6.7% | +12.2% | +5.7% |
| 3M | +11.3% | -2.7% | +14.0% | +11.3% |
| 6M | +11.6% | -4.9% | +16.5% | +11.8% |
| YTD | +51.6% | +13.3% | +38.2% | +50.2% |
| 1Y | +36.2% | +1.0% | +35.2% | +35.8% |
| 3Y | +1.7% | +1.3% | +0.4% | +1.1% |
| 5Y | +164.5% | +20.8% | +143.6% | +155.9% |
| All | +6.4% | +126.1% | -119.7% | -3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling