+21.2%
CHRW vs XYL
-21.6%
+42.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.7% |
| 7D | +4.1% | +0.8% | +3.2% | +3.6% |
| 30D | +1.9% | -10.8% | +12.7% | +7.1% |
| 3M | -21.2% | -2.5% | -18.6% | -20.2% |
| 6M | -16.7% | -12.2% | -4.5% | -12.0% |
| YTD | -5.4% | -20.1% | +14.7% | +2.2% |
| 1Y | +21.2% | -20.6% | +41.8% | +26.2% |
| All | +21.2% | -21.6% | +42.8% | +26.2% |
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