+177.7%
CHRW vs XHB
+210.4%
-32.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.2% |
| 7D | +4.4% | -5.2% | +9.6% | +6.4% |
| 30D | +5.5% | -12.1% | +17.6% | +10.5% |
| 3M | -17.3% | -6.2% | -11.0% | -15.8% |
| 6M | -12.7% | -6.7% | -6.0% | -11.1% |
| YTD | -4.1% | -5.5% | +1.3% | -2.9% |
| 1Y | +21.2% | -15.6% | +36.9% | +27.9% |
| 3Y | +88.9% | +22.0% | +66.9% | +69.3% |
| 5Y | +93.1% | +31.8% | +61.3% | +64.6% |
| All | +177.7% | +210.4% | -32.8% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling