+402.6%
XME vs CHD
+126.1%
+276.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -4.2% | -4.5% | +0.3% | -3.6% |
| 30D | -2.7% | -6.7% | +4.0% | -1.8% |
| 3M | -3.9% | -2.7% | -1.2% | -3.7% |
| 6M | -1.0% | -4.9% | +4.0% | -0.5% |
| YTD | +9.8% | +13.3% | -3.5% | +7.4% |
| 1Y | +32.5% | +1.0% | +31.5% | +31.8% |
| 3Y | +124.3% | +1.3% | +123.0% | +120.4% |
| 5Y | +165.8% | +20.8% | +145.0% | +148.1% |
| All | +402.6% | +126.1% | +276.5% | +307.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling