+128.8%
XLP vs CHD
+181.4%
-52.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.1% |
| 7D | +0.1% | +0.8% | -0.7% | -0.3% |
| 30D | +8.9% | +13.5% | -4.5% | +3.1% |
| 3M | +7.5% | +8.1% | -0.7% | +3.8% |
| 6M | +9.4% | +19.9% | -10.4% | +0.9% |
| YTD | +19.3% | +34.0% | -14.7% | +4.7% |
| 1Y | +21.7% | +29.8% | -8.1% | +8.2% |
| 3Y | +44.0% | +28.7% | +15.3% | +26.9% |
| 5Y | +42.8% | +31.8% | +11.0% | +22.8% |
| 10Y | +128.8% | +178.2% | -49.4% | +42.3% |
| All | +128.8% | +181.4% | -52.6% | +42.3% |
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