-11.1%
CHRW vs XYL
-30.7%
+19.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.7% | -1.3% |
| 7D | +4.9% | +14.5% | -9.6% | +0.2% |
| 30D | -4.8% | -1.3% | -3.5% | -6.0% |
| 3M | -13.1% | -17.0% | +3.8% | -7.3% |
| 6M | -16.3% | -11.3% | -5.0% | -13.5% |
| YTD | -15.8% | -25.0% | +9.2% | -8.6% |
| 1Y | -11.1% | -31.5% | +20.4% | +0.2% |
| All | -11.1% | -30.7% | +19.6% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling