-0.7%
XRT vs CHD
+21.8%
-22.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.1% | -1.7% |
| 7D | -0.3% | -2.9% | +2.7% | +0.4% |
| 30D | -5.6% | -6.2% | +0.6% | -4.2% |
| 3M | +2.5% | +1.6% | +1.0% | +2.2% |
| 6M | +3.7% | -3.5% | +7.2% | +4.4% |
| YTD | +1.0% | +16.2% | -15.3% | -2.5% |
| 1Y | -1.2% | +3.4% | -4.6% | -2.2% |
| 3Y | +43.4% | +4.6% | +38.8% | +39.6% |
| 5Y | -0.7% | +21.1% | -21.9% | -9.5% |
| All | -0.7% | +21.8% | -22.5% | -9.5% |
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