+163.9%
CHRW vs XYL
+389.1%
-225.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | +4.7% | -6.0% | +10.8% | +7.2% |
| 30D | -2.6% | -8.3% | +5.7% | -0.1% |
| 3M | -8.0% | -22.6% | +14.6% | +0.6% |
| 6M | -19.0% | -15.0% | -4.0% | -14.7% |
| YTD | -15.5% | -30.2% | +14.7% | -4.2% |
| 1Y | -10.8% | -36.4% | +25.6% | +4.7% |
| 3Y | +79.8% | -0.9% | +80.7% | +78.1% |
| 5Y | +59.3% | -23.4% | +82.6% | +69.6% |
| 10Y | +129.6% | +100.9% | +28.7% | +67.9% |
| All | +163.9% | +389.1% | -225.3% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling