+162.8%
XOP vs CHD
+21.3%
+141.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.5% |
| 7D | +1.0% | -4.2% | +5.1% | +0.6% |
| 30D | +10.8% | -7.6% | +18.4% | +10.2% |
| 3M | +19.5% | -1.6% | +21.1% | +19.3% |
| 6M | +21.6% | -6.3% | +27.9% | +21.5% |
| YTD | +55.8% | +14.6% | +41.2% | +56.8% |
| 1Y | +54.6% | +1.6% | +53.1% | +54.6% |
| 3Y | +36.6% | +3.1% | +33.5% | +37.0% |
| All | +162.8% | +21.3% | +141.5% | +184.8% |
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