+42.0%
XOP vs CHD
+29.4%
+12.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | +5.2% | +0.4% | +4.8% | +5.2% |
| 30D | -8.4% | +11.6% | -19.9% | -6.9% |
| 3M | +2.9% | +10.7% | -7.8% | +4.5% |
| 6M | +8.8% | +20.2% | -11.4% | +11.5% |
| YTD | +46.9% | +34.5% | +12.4% | +51.4% |
| 1Y | +41.5% | +32.6% | +8.9% | +45.7% |
| All | +42.0% | +29.4% | +12.6% | +49.6% |
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