+177.7%
CHRW vs XYL
+149.5%
+28.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | +4.4% | -1.2% | +5.6% | +4.9% |
| 30D | +5.5% | -13.2% | +18.7% | +11.8% |
| 3M | -17.3% | -0.2% | -17.1% | -17.3% |
| 6M | -12.7% | -12.5% | -0.2% | -8.0% |
| YTD | -4.1% | -20.9% | +16.8% | +5.0% |
| 1Y | +21.2% | -21.6% | +42.8% | +33.1% |
| 3Y | +88.9% | +16.1% | +72.8% | +77.0% |
| 5Y | +93.1% | -15.6% | +108.7% | +100.4% |
| All | +177.7% | +149.5% | +28.1% | +89.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling