+75.9%
XOP vs CHD
+1,556.4%
-1,480.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +5.2% | +0.4% | +4.8% | +5.0% |
| 30D | -8.4% | +11.6% | -19.9% | -11.7% |
| 3M | +2.9% | +10.7% | -7.8% | -0.7% |
| 6M | +8.8% | +20.2% | -11.4% | +1.8% |
| YTD | +46.9% | +34.5% | +12.4% | +31.5% |
| 1Y | +41.5% | +32.6% | +8.9% | +27.2% |
| 3Y | +43.1% | +29.1% | +14.0% | +26.5% |
| 5Y | +92.2% | +31.5% | +60.7% | +63.0% |
| 10Y | +52.3% | +190.9% | -138.6% | -24.1% |
| All | +75.9% | +1,556.4% | -1,480.5% | -70.2% |
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