+82.5%
XOP vs CHD
+1,361.0%
-1,278.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.6% | -2.7% | +5.2% | +3.4% |
| 30D | +15.4% | -4.6% | +20.1% | +17.1% |
| 3M | +12.1% | +5.0% | +7.0% | +9.8% |
| 6M | +19.7% | -3.2% | +22.9% | +19.9% |
| YTD | +52.4% | +18.6% | +33.8% | +42.2% |
| 1Y | +47.6% | +4.8% | +42.7% | +43.3% |
| 3Y | +34.4% | +6.1% | +28.2% | +26.9% |
| 5Y | +154.4% | +24.0% | +130.4% | +118.0% |
| 10Y | +54.7% | +124.5% | -69.8% | -12.5% |
| All | +82.5% | +1,361.0% | -1,278.5% | -67.8% |
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 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