+552.8%
XLP vs CHD
+5,607.0%
-5,054.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.7% |
| 7D | +0.7% | +2.0% | -1.2% | +0.2% |
| 30D | +10.3% | +13.0% | -2.7% | +6.3% |
| 3M | +6.5% | +6.1% | +0.4% | +4.6% |
| 6M | +8.4% | +15.9% | -7.5% | +3.6% |
| YTD | +18.2% | +31.6% | -13.4% | +8.7% |
| 1Y | +22.4% | +28.5% | -6.0% | +13.3% |
| 3Y | +41.9% | +30.5% | +11.4% | +30.0% |
| 5Y | +40.9% | +30.7% | +10.1% | +28.3% |
| 10Y | +128.4% | +184.2% | -55.8% | +67.9% |
| All | +552.8% | +5,607.0% | -5,054.2% | +186.1% |
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