+51.8%
XOP vs CHD
+0.8%
+50.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | 0.0% |
| 7D | +1.6% | -4.7% | +6.3% | +0.9% |
| 30D | +9.6% | -8.3% | +17.9% | +8.3% |
| 3M | +16.9% | -4.0% | +21.0% | +16.2% |
| 6M | +24.0% | -6.5% | +30.6% | +24.8% |
| YTD | +56.2% | +13.1% | +43.1% | +52.8% |
| 1Y | +51.8% | +2.3% | +49.5% | +48.9% |
| All | +51.8% | +0.8% | +50.9% | +48.9% |
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 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