+1,106.7%
XLY vs CHD
+4,814.6%
-3,707.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -1.7% | -4.5% | +2.8% | -0.4% |
| 30D | -4.2% | -6.7% | +2.5% | -2.3% |
| 3M | -2.7% | -2.7% | 0.0% | -2.0% |
| 6M | -0.6% | -4.9% | +4.3% | +0.5% |
| YTD | -5.0% | +13.3% | -18.4% | -8.9% |
| 1Y | -4.1% | +1.0% | -5.1% | -5.1% |
| 3Y | +33.6% | +1.3% | +32.3% | +30.3% |
| 5Y | +28.7% | +20.8% | +7.9% | +17.5% |
| 10Y | +219.6% | +126.1% | +93.5% | +133.7% |
| All | +1,106.7% | +4,814.6% | -3,707.9% | +387.2% |
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