+158.8%
XLB vs CHD
+125.6%
+33.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -3.5% | -4.7% | +1.2% | -2.3% |
| 30D | -4.7% | -8.3% | +3.7% | -2.5% |
| 3M | +2.7% | -4.0% | +6.8% | +3.7% |
| 6M | +2.6% | -6.5% | +9.1% | +4.1% |
| YTD | +12.8% | +13.1% | -0.2% | +8.9% |
| 1Y | +14.0% | +2.3% | +11.6% | +12.7% |
| 3Y | +31.5% | +1.8% | +29.7% | +28.8% |
| 5Y | +33.4% | +20.6% | +12.9% | +22.5% |
| All | +158.8% | +125.6% | +33.2% | +105.8% |
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