+4,294.1%
XOM vs CHD
+10,010.3%
-5,716.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.8% | +1.1% |
| 7D | -2.4% | -2.9% | +0.5% | -1.9% |
| 30D | +5.7% | -6.2% | +11.9% | +6.7% |
| 3M | +6.6% | +1.6% | +5.0% | +6.1% |
| 6M | +7.7% | -3.5% | +11.2% | +7.9% |
| YTD | +36.2% | +16.2% | +20.0% | +32.2% |
| 1Y | +50.5% | +3.4% | +47.1% | +48.9% |
| 3Y | +53.4% | +4.6% | +48.8% | +50.3% |
| 5Y | +254.2% | +21.1% | +233.1% | +234.4% |
| 10Y | +177.9% | +126.5% | +51.4% | +128.8% |
| All | +4,294.1% | +10,010.3% | -5,716.2% | +2,156.9% |
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 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