-65.6%
XE vs CHD
+18.2%
-83.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +2.6% | -11.1% | -6.4% |
| 7D | -12.9% | +6.9% | -19.9% | -8.2% |
| 30D | -30.3% | +17.1% | -47.4% | -21.8% |
| 3M | -45.9% | +9.1% | -55.0% | -42.4% |
| 6M | -66.2% | +21.4% | -87.6% | -60.8% |
| All | -65.6% | +18.2% | -83.7% | -60.4% |
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