+135.7%
XLP vs CHD
+195.9%
-60.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | +2.3% | +2.4% | 0.0% | +1.3% |
| 30D | +9.1% | +13.9% | -4.8% | +3.1% |
| 3M | +7.9% | +8.5% | -0.7% | +4.0% |
| 6M | +9.6% | +20.4% | -10.8% | +0.9% |
| YTD | +19.4% | +34.5% | -15.1% | +4.6% |
| 1Y | +22.4% | +33.8% | -11.4% | +7.4% |
| 3Y | +43.2% | +29.1% | +14.1% | +26.0% |
| 5Y | +42.6% | +31.2% | +11.3% | +22.8% |
| All | +135.7% | +195.9% | -60.2% | +45.7% |
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