+147.8%
XEL vs CHD
+126.1%
+21.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -0.3% | -4.5% | +4.2% | +1.5% |
| 30D | -3.9% | -6.7% | +2.8% | -1.4% |
| 3M | -2.8% | -2.7% | -0.1% | -2.0% |
| 6M | -5.4% | -4.9% | -0.5% | -3.9% |
| YTD | +3.8% | +13.3% | -9.6% | -2.2% |
| 1Y | +6.8% | +1.0% | +5.8% | +5.3% |
| 3Y | +45.6% | +1.3% | +44.3% | +41.4% |
| 5Y | +30.7% | +20.8% | +9.9% | +15.1% |
| All | +147.8% | +126.1% | +21.7% | +72.7% |
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