+633.7%
XLU vs CHD
+4,803.6%
-4,169.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -1.2% | -4.7% | +3.5% | +0.1% |
| 30D | -2.5% | -8.3% | +5.8% | -0.2% |
| 3M | -2.7% | -4.0% | +1.3% | -1.8% |
| 6M | -7.5% | -6.5% | -0.9% | -6.0% |
| YTD | +0.9% | +13.1% | -12.2% | -3.0% |
| 1Y | +3.3% | +2.3% | +1.0% | +1.8% |
| 3Y | +47.3% | +1.8% | +45.5% | +44.1% |
| 5Y | +44.4% | +20.6% | +23.8% | +33.7% |
| 10Y | +140.8% | +125.6% | +15.2% | +87.7% |
| All | +633.7% | +4,803.6% | -4,169.9% | +259.7% |
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