+823.0%
XLB vs CHD
+5,732.3%
-4,909.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | 0.0% | +0.4% | -0.3% | -0.1% |
| 30D | +5.3% | +11.6% | -6.3% | +1.6% |
| 3M | 0.0% | +10.7% | -10.7% | -3.3% |
| 6M | +1.2% | +20.2% | -19.0% | -4.8% |
| YTD | +16.9% | +34.5% | -17.6% | +5.7% |
| 1Y | +20.9% | +32.6% | -11.7% | +9.8% |
| 3Y | +43.3% | +29.1% | +14.2% | +29.6% |
| 5Y | +28.3% | +31.5% | -3.2% | +13.6% |
| 10Y | +165.3% | +190.9% | -25.6% | +74.2% |
| All | +823.0% | +5,732.3% | -4,909.3% | +197.6% |
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 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