+136.0%
XLC vs CHD
+149.4%
-13.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.7% |
| 7D | +3.7% | +3.6% | +0.1% | +2.9% |
| 30D | -1.9% | +10.4% | -12.3% | -4.2% |
| 3M | -3.1% | +12.2% | -15.3% | -5.8% |
| 6M | -6.4% | +19.9% | -26.3% | -10.5% |
| YTD | -6.8% | +36.4% | -43.2% | -13.8% |
| 1Y | -1.7% | +35.1% | -36.8% | -8.9% |
| 3Y | +64.7% | +29.2% | +35.5% | +51.4% |
| 5Y | +41.1% | +33.4% | +7.7% | +25.9% |
| All | +136.0% | +149.4% | -13.4% | +85.4% |
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