+1,920.9%
XEL vs CHD
+10,010.3%
-8,089.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.6% | +2.0% |
| 7D | +1.3% | -2.9% | +4.2% | +2.0% |
| 30D | -1.5% | -6.2% | +4.7% | -0.2% |
| 3M | -0.2% | +1.6% | -1.8% | -0.7% |
| 6M | -5.4% | -3.5% | -1.9% | -4.9% |
| YTD | +5.6% | +16.2% | -10.6% | +1.9% |
| 1Y | +10.5% | +3.4% | +7.1% | +9.1% |
| 3Y | +49.2% | +4.6% | +44.6% | +46.3% |
| 5Y | +30.1% | +21.1% | +9.0% | +23.0% |
| 10Y | +146.7% | +126.5% | +20.1% | +105.9% |
| All | +1,920.9% | +10,010.3% | -8,089.4% | +918.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling