+64.0%
XBI vs CHRW
+21.9%
+42.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.6% | +3.5% | -8.1% | -4.8% |
| 30D | -2.0% | +4.6% | -6.6% | -2.2% |
| 3M | +17.8% | -19.7% | +37.5% | +19.1% |
| 6M | +23.7% | -12.4% | +36.1% | +24.0% |
| YTD | +28.2% | -3.9% | +32.1% | +27.8% |
| 1Y | +64.0% | +18.4% | +45.6% | +61.3% |
| All | +64.0% | +21.9% | +42.1% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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