+178.3%
CHRW vs XLRE
+89.0%
+89.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.1% |
| 7D | +3.5% | -1.2% | +4.6% | +4.0% |
| 30D | +4.6% | -2.4% | +7.0% | +5.7% |
| 3M | -19.7% | -2.5% | -17.2% | -18.9% |
| 6M | -12.4% | +4.0% | -16.4% | -13.9% |
| YTD | -3.9% | +9.3% | -13.2% | -7.6% |
| 1Y | +18.4% | +5.6% | +12.8% | +15.5% |
| 3Y | +88.8% | +31.3% | +57.6% | +67.0% |
| 5Y | +93.5% | +9.5% | +84.0% | +82.1% |
| All | +178.3% | +89.0% | +89.3% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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