+86.0%
CHRW vs XHB
+24.0%
+61.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | +4.1% | -1.9% | +6.0% | +4.7% |
| 30D | +1.9% | -8.3% | +10.2% | +4.7% |
| 3M | -21.2% | -7.1% | -14.0% | -19.6% |
| 6M | -16.7% | -5.3% | -11.4% | -15.8% |
| YTD | -5.4% | -3.2% | -2.2% | -4.8% |
| 1Y | +21.2% | -13.9% | +35.0% | +26.1% |
| All | +86.0% | +24.0% | +61.9% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling