+1.8%
XME vs CHD
+33.5%
-31.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.5% |
| 7D | +0.3% | +3.6% | -3.3% | +0.5% |
| 30D | -6.1% | +10.4% | -16.5% | -5.6% |
| 3M | -18.6% | +12.2% | -30.8% | -18.2% |
| 6M | -23.9% | +19.9% | -43.8% | -23.4% |
| YTD | -9.3% | +36.4% | -45.8% | -8.7% |
| 1Y | +1.8% | +35.1% | -33.4% | +2.5% |
| All | +1.8% | +33.5% | -31.8% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling