+179.0%
XLE vs CHD
+127.0%
+52.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.3% |
| 7D | 0.0% | -2.9% | +2.9% | +0.3% |
| 30D | +12.6% | -6.2% | +18.8% | +13.3% |
| 3M | +11.8% | +1.6% | +10.3% | +11.5% |
| 6M | +16.1% | -3.5% | +19.6% | +16.3% |
| YTD | +46.9% | +16.2% | +30.6% | +44.1% |
| 1Y | +53.3% | +3.4% | +49.9% | +52.2% |
| 3Y | +54.9% | +4.6% | +50.3% | +52.8% |
| 5Y | +225.7% | +21.1% | +204.6% | +209.5% |
| All | +179.0% | +127.0% | +52.0% | +137.9% |
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