+468.4%
CHRW vs XHB
+173.9%
+294.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.7% |
| 7D | -1.4% | -1.3% | -0.1% | -0.9% |
| 30D | -3.5% | -6.9% | +3.4% | -0.6% |
| 3M | -19.4% | -1.3% | -18.1% | -19.4% |
| 6M | -21.4% | -6.8% | -14.6% | -19.6% |
| YTD | -7.1% | +0.7% | -7.9% | -8.2% |
| 1Y | +17.8% | -11.2% | +29.1% | +22.6% |
| 3Y | +78.8% | +25.3% | +53.4% | +56.0% |
| 5Y | +83.5% | +37.3% | +46.2% | +50.8% |
| 10Y | +160.2% | +211.5% | -51.3% | +40.9% |
| All | +468.4% | +173.9% | +294.5% | +160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling