+1,117.4%
XLI vs CHD
+5,044.3%
-3,926.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.1% | -2.7% | +1.6% | -0.3% |
| 30D | -5.9% | -4.6% | -1.3% | -4.8% |
| 3M | -0.3% | +5.0% | -5.3% | -1.9% |
| 6M | +0.1% | -3.2% | +3.3% | +0.7% |
| YTD | +13.6% | +18.6% | -5.1% | +7.6% |
| 1Y | +17.2% | +4.8% | +12.4% | +14.7% |
| 3Y | +68.2% | +6.1% | +62.1% | +62.0% |
| 5Y | +80.7% | +24.0% | +56.8% | +64.4% |
| 10Y | +253.3% | +124.5% | +128.8% | +161.4% |
| All | +1,117.4% | +5,044.3% | -3,926.8% | +384.4% |
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