+80.4%
XLI vs CHD
+19.7%
+60.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -2.3% | -4.7% | +2.4% | -1.5% |
| 30D | -8.2% | -8.3% | +0.2% | -6.8% |
| 3M | +0.8% | -4.0% | +4.8% | +1.3% |
| 6M | +0.8% | -6.5% | +7.4% | +1.8% |
| YTD | +10.5% | +13.1% | -2.6% | +7.8% |
| 1Y | +14.1% | +2.3% | +11.8% | +13.3% |
| 3Y | +68.6% | +1.8% | +66.8% | +65.8% |
| 5Y | +80.4% | +20.6% | +59.8% | +66.3% |
| All | +80.4% | +19.7% | +60.7% | +66.3% |
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 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