+18.4%
XRT vs CHD
+30.9%
-12.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +4.5% |
| 7D | +8.0% | +6.9% | +1.1% | +5.4% |
| 30D | +13.0% | +17.1% | -4.1% | +7.0% |
| 3M | +1.7% | +9.1% | -7.4% | -1.5% |
| 6M | +12.6% | +21.4% | -8.8% | +5.6% |
| YTD | +10.7% | +34.9% | -24.2% | -0.7% |
| 1Y | +18.4% | +31.0% | -12.6% | +8.6% |
| All | +18.4% | +30.9% | -12.5% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling