+38.6%
XOP vs CHD
+3.2%
+35.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +1.4% |
| 7D | +0.6% | -2.9% | +3.5% | +0.3% |
| 30D | +16.5% | -6.2% | +22.7% | +15.7% |
| 3M | +15.7% | +1.6% | +14.2% | +15.9% |
| 6M | +19.2% | -3.5% | +22.7% | +19.4% |
| YTD | +55.0% | +16.2% | +38.7% | +56.5% |
| 1Y | +54.2% | +3.4% | +50.8% | +54.1% |
| All | +38.6% | +3.2% | +35.3% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling