+14.0%
XLB vs CHD
+0.8%
+13.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -3.5% | -4.7% | +1.2% | -2.6% |
| 30D | -4.7% | -8.3% | +3.7% | -3.1% |
| 3M | +2.7% | -4.0% | +6.8% | +3.6% |
| 6M | +2.6% | -6.5% | +9.1% | +4.0% |
| YTD | +12.8% | +13.1% | -0.2% | +11.1% |
| 1Y | +14.0% | +2.3% | +11.6% | +14.6% |
| All | +14.0% | +0.8% | +13.1% | +14.6% |
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 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