+253.9%
XLI vs CHD
+126.1%
+127.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | -1.7% | -4.5% | +2.8% | -0.6% |
| 30D | -7.3% | -6.7% | -0.5% | -5.8% |
| 3M | -1.3% | -2.7% | +1.4% | -0.9% |
| 6M | +2.2% | -4.9% | +7.2% | +3.1% |
| YTD | +11.7% | +13.3% | -1.6% | +8.0% |
| 1Y | +14.3% | +1.0% | +13.3% | +13.3% |
| 3Y | +70.3% | +1.3% | +69.0% | +66.9% |
| 5Y | +82.3% | +20.8% | +61.5% | +67.8% |
| All | +253.9% | +126.1% | +127.8% | +184.3% |
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