+44.2%
XLU vs CHD
+20.9%
+23.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.6% | -4.5% | +2.9% | -0.4% |
| 30D | -3.3% | -6.7% | +3.4% | -1.5% |
| 3M | -3.2% | -2.7% | -0.4% | -2.6% |
| 6M | -7.0% | -4.9% | -2.0% | -6.0% |
| YTD | +0.6% | +13.3% | -12.7% | -3.4% |
| 1Y | +2.4% | +1.0% | +1.4% | +1.6% |
| 3Y | +46.3% | +1.3% | +44.9% | +43.3% |
| All | +44.2% | +20.9% | +23.3% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling