+448.5%
XYL vs CHD
+439.7%
+8.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +5.0% | +3.6% |
| 7D | +1.8% | -2.9% | +4.7% | +2.8% |
| 30D | -9.2% | -6.2% | -3.0% | -7.3% |
| 3M | -0.3% | +1.6% | -1.8% | -0.9% |
| 6M | -11.0% | -3.5% | -7.4% | -10.2% |
| YTD | -19.2% | +16.2% | -35.4% | -23.6% |
| 1Y | -21.2% | +3.4% | -24.6% | -22.7% |
| 3Y | +18.6% | +4.6% | +14.0% | +13.9% |
| 5Y | -14.3% | +21.1% | -35.5% | -23.4% |
| 10Y | +141.0% | +126.5% | +14.5% | +63.1% |
| All | +448.5% | +439.7% | +8.8% | +157.6% |
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 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