+133.2%
XRT vs CHD
+196.1%
-62.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | +1.7% | +3.6% | -1.9% | +0.8% |
| 30D | +7.5% | +10.4% | -2.9% | +5.0% |
| 3M | +2.2% | +12.2% | -10.0% | -0.6% |
| 6M | +14.7% | +19.9% | -5.3% | +9.6% |
| YTD | +7.5% | +36.4% | -28.9% | -0.5% |
| 1Y | +14.1% | +35.1% | -21.0% | +5.9% |
| 3Y | +58.8% | +29.2% | +29.6% | +47.1% |
| 5Y | -3.9% | +33.4% | -37.3% | -13.2% |
| All | +133.2% | +196.1% | -62.9% | +76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling