+580.0%
XYZ vs CHD
+124.1%
+455.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.7% |
| 7D | +2.9% | -2.9% | +5.8% | +3.7% |
| 30D | +1.4% | -6.2% | +7.6% | +3.2% |
| 3M | +14.6% | +1.6% | +13.0% | +14.0% |
| 6M | +20.8% | -3.5% | +24.3% | +21.7% |
| YTD | +23.1% | +16.2% | +6.8% | +17.4% |
| 1Y | +5.6% | +3.4% | +2.3% | +4.0% |
| 3Y | +50.9% | +4.6% | +46.3% | +44.9% |
| 5Y | -68.6% | +21.1% | -89.7% | -72.1% |
| 10Y | +580.0% | +126.5% | +453.4% | +409.2% |
| All | +580.0% | +124.1% | +455.8% | +409.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling