+1,024.7%
XLE vs CHD
+5,044.3%
-4,019.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +2.2% | -2.7% | +4.9% | +2.8% |
| 30D | +11.8% | -4.6% | +16.4% | +12.9% |
| 3M | +9.8% | +5.0% | +4.8% | +8.3% |
| 6M | +15.6% | -3.2% | +18.8% | +15.9% |
| YTD | +45.3% | +18.6% | +26.6% | +38.7% |
| 1Y | +48.3% | +4.8% | +43.5% | +45.6% |
| 3Y | +55.4% | +6.1% | +49.3% | +50.4% |
| 5Y | +216.1% | +24.0% | +192.1% | +189.0% |
| 10Y | +178.4% | +124.5% | +53.9% | +108.7% |
| All | +1,024.7% | +5,044.3% | -4,019.5% | +382.1% |
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