+9.3%
XLP vs CHD
+22.8%
-13.5%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | -0.2% | +0.4% | -0.6% | -0.4% |
| 30D | +8.2% | +11.6% | -3.4% | +2.0% |
| 3M | +7.7% | +10.7% | -3.0% | +1.9% |
| 6M | +9.3% | +20.2% | -10.9% | -0.5% |
| All | +9.3% | +22.8% | -13.5% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling