+163.9%
XLE vs CHD
+181.4%
-17.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.4% |
| 7D | -7.9% | +0.8% | -8.7% | -8.0% |
| 30D | -4.8% | +13.5% | -18.3% | -6.0% |
| 3M | +8.4% | +8.1% | +0.2% | +7.5% |
| 6M | +12.7% | +19.9% | -7.2% | +10.5% |
| YTD | +41.3% | +34.0% | +7.3% | +36.6% |
| 1Y | +42.3% | +29.8% | +12.5% | +38.1% |
| 3Y | +65.1% | +28.7% | +36.4% | +59.3% |
| 5Y | +150.2% | +31.8% | +118.4% | +136.9% |
| 10Y | +163.9% | +178.2% | -14.3% | +124.2% |
| All | +163.9% | +181.4% | -17.5% | +124.2% |
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