+88.6%
CHRW vs XHB
+37.2%
+51.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.6% |
| 7D | +1.9% | +0.2% | +1.8% | +1.8% |
| 30D | +0.9% | -9.1% | +10.0% | +4.5% |
| 3M | -19.9% | -2.3% | -17.6% | -19.6% |
| 6M | -15.8% | -4.1% | -11.7% | -15.1% |
| YTD | -5.6% | -1.7% | -3.9% | -5.7% |
| 1Y | +21.0% | -15.1% | +36.1% | +27.7% |
| 3Y | +86.0% | +26.8% | +59.2% | +61.0% |
| 5Y | +88.6% | +37.3% | +51.3% | +51.0% |
| All | +88.6% | +37.2% | +51.5% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling