+508.9%
XLP vs CHD
+5,044.3%
-4,535.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | -2.7% | +1.7% | -0.2% |
| 30D | -0.9% | -4.6% | +3.7% | +0.5% |
| 3M | +3.8% | +5.0% | -1.2% | +2.3% |
| 6M | -1.7% | -3.2% | +1.5% | -0.9% |
| YTD | +10.3% | +18.6% | -8.4% | +4.6% |
| 1Y | +7.8% | +4.8% | +3.0% | +5.9% |
| 3Y | +27.2% | +6.1% | +21.1% | +23.8% |
| 5Y | +32.5% | +24.0% | +8.6% | +22.7% |
| 10Y | +101.8% | +124.5% | -22.7% | +57.9% |
| All | +508.9% | +5,044.3% | -4,535.3% | +175.3% |
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 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