+1,455.3%
XLK vs CHD
+4,803.6%
-3,348.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -0.4% | -4.7% | +4.3% | +0.8% |
| 30D | -0.5% | -8.3% | +7.9% | +1.7% |
| 3M | +5.0% | -4.0% | +9.0% | +5.7% |
| 6M | +32.9% | -6.5% | +39.4% | +34.2% |
| YTD | +29.0% | +13.1% | +15.9% | +23.5% |
| 1Y | +37.8% | +2.3% | +35.5% | +35.1% |
| 3Y | +118.7% | +1.8% | +116.9% | +111.0% |
| 5Y | +145.6% | +20.6% | +125.0% | +122.9% |
| 10Y | +791.5% | +125.6% | +665.9% | +565.7% |
| All | +1,455.3% | +4,803.6% | -3,348.3% | +585.6% |
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