+173.6%
CHRW vs XLRE
+109.5%
+64.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.7% |
| 7D | +4.1% | -0.7% | +4.8% | +4.4% |
| 30D | +1.9% | -2.2% | +4.1% | +2.9% |
| 3M | -21.2% | -2.6% | -18.5% | -20.3% |
| 6M | -16.7% | +2.6% | -19.2% | -17.6% |
| YTD | -5.4% | +9.3% | -14.6% | -8.9% |
| 1Y | +21.2% | +7.2% | +14.0% | +17.5% |
| 3Y | +86.5% | +31.3% | +55.1% | +65.4% |
| 5Y | +93.0% | +8.1% | +84.9% | +82.8% |
| 10Y | +174.5% | +88.9% | +85.6% | +111.5% |
| All | +173.6% | +109.5% | +64.1% | +106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling