+65.0%
XLF vs CHD
+19.7%
+45.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -2.9% | -4.7% | +1.8% | -2.0% |
| 30D | -1.6% | -8.3% | +6.7% | 0.0% |
| 3M | +9.3% | -4.0% | +13.3% | +10.0% |
| 6M | +14.6% | -6.5% | +21.1% | +15.8% |
| YTD | +4.7% | +13.1% | -8.4% | +1.8% |
| 1Y | +8.6% | +2.3% | +6.3% | +7.6% |
| 3Y | +73.9% | +1.8% | +72.1% | +71.2% |
| 5Y | +65.0% | +20.6% | +44.5% | +55.1% |
| All | +65.0% | +19.7% | +45.4% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling