+264.7%
XOM vs CHD
+19.7%
+245.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.6% |
| 7D | +1.9% | -4.7% | +6.6% | +1.9% |
| 30D | +4.1% | -8.3% | +12.4% | +4.2% |
| 3M | +10.4% | -4.0% | +14.4% | +10.4% |
| 6M | +13.0% | -6.5% | +19.6% | +13.2% |
| YTD | +40.1% | +13.1% | +27.0% | +39.6% |
| 1Y | +51.1% | +2.3% | +48.8% | +50.8% |
| 3Y | +57.7% | +1.8% | +55.9% | +57.6% |
| 5Y | +264.7% | +20.6% | +244.2% | +259.1% |
| All | +264.7% | +19.7% | +245.1% | +259.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling