+415.1%
XLF vs CHD
+4,939.3%
-4,524.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.7% | -0.7% |
| 7D | +0.2% | -2.9% | +3.1% | +1.2% |
| 30D | -0.5% | -6.2% | +5.7% | +1.6% |
| 3M | +10.6% | +1.6% | +9.1% | +9.9% |
| 6M | +14.3% | -3.5% | +17.8% | +15.2% |
| YTD | +5.5% | +16.2% | -10.7% | -0.4% |
| 1Y | +9.6% | +3.4% | +6.2% | +7.3% |
| 3Y | +75.2% | +4.6% | +70.6% | +68.5% |
| 5Y | +65.5% | +21.1% | +44.4% | +48.9% |
| 10Y | +246.4% | +126.5% | +119.9% | +136.6% |
| All | +415.1% | +4,939.3% | -4,524.3% | +64.9% |
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 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