+61.3%
CHRW vs XHB
+33.4%
+27.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -0.1% | -4.1% | +4.1% | +1.6% |
| 30D | -4.3% | +9.6% | -13.9% | -7.6% |
| 3M | -7.4% | -6.0% | -1.4% | -5.5% |
| 6M | -20.7% | +2.2% | -22.9% | -22.1% |
| YTD | -15.9% | +1.1% | -17.0% | -17.0% |
| 1Y | -9.9% | -1.7% | -8.2% | -10.2% |
| 3Y | +79.0% | +36.5% | +42.5% | +50.1% |
| 5Y | +61.3% | +33.5% | +27.9% | +31.8% |
| All | +61.3% | +33.4% | +27.9% | +31.8% |
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