+192.9%
XOM vs CHD
+126.1%
+66.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | +4.1% | -4.5% | +8.6% | +4.6% |
| 30D | +4.6% | -6.7% | +11.3% | +5.3% |
| 3M | +14.0% | -2.7% | +16.7% | +14.2% |
| 6M | +11.0% | -4.9% | +15.9% | +11.4% |
| YTD | +40.7% | +13.3% | +27.4% | +38.3% |
| 1Y | +52.3% | +1.0% | +51.3% | +51.6% |
| 3Y | +60.5% | +1.3% | +59.1% | +58.8% |
| 5Y | +266.4% | +20.8% | +245.6% | +247.4% |
| All | +192.9% | +126.1% | +66.8% | +143.9% |
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