+548.2%
XRT vs CHD
+1,560.7%
-1,012.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +9.8% | +12.2% | -2.4% | +4.7% |
| 3M | +3.3% | +9.3% | -6.0% | -0.5% |
| 6M | +13.6% | +24.3% | -10.7% | +3.5% |
| YTD | +9.1% | +34.9% | -25.8% | -4.3% |
| 1Y | +15.1% | +32.7% | -17.6% | +1.6% |
| 3Y | +59.9% | +29.4% | +30.5% | +39.5% |
| 5Y | -1.7% | +31.7% | -33.4% | -17.1% |
| 10Y | +141.1% | +191.7% | -50.5% | +22.0% |
| All | +548.2% | +1,560.7% | -1,012.6% | -8.3% |
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 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