-0.8%
XYL vs CHD
+31.2%
-32.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | -0.1% |
| 7D | -3.7% | +3.6% | -7.4% | -4.4% |
| 30D | -8.3% | +10.4% | -18.7% | -9.8% |
| 3M | -21.4% | +12.2% | -33.6% | -22.9% |
| 6M | -12.9% | +19.9% | -32.9% | -15.3% |
| YTD | -30.1% | +36.4% | -66.5% | -32.9% |
| 1Y | -35.2% | +35.1% | -70.3% | -37.8% |
| 3Y | -0.8% | +29.2% | -30.0% | -6.4% |
| All | -0.8% | +31.2% | -32.0% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling