+559.9%
XLP vs CHD
+5,732.3%
-5,172.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | +8.2% | +11.6% | -3.4% | +4.7% |
| 3M | +7.7% | +10.7% | -3.0% | +4.5% |
| 6M | +9.3% | +20.2% | -10.9% | +3.3% |
| YTD | +19.5% | +34.5% | -15.0% | +9.1% |
| 1Y | +21.0% | +32.6% | -11.6% | +11.0% |
| 3Y | +43.2% | +29.1% | +14.1% | +31.6% |
| 5Y | +42.7% | +31.5% | +11.2% | +29.7% |
| 10Y | +135.7% | +190.9% | -55.2% | +72.1% |
| All | +559.9% | +5,732.3% | -5,172.4% | +187.3% |
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