+100.2%
XBI vs CHRW
+87.9%
+12.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | -4.6% | +4.4% | -9.0% | -5.1% |
| 30D | -0.8% | +5.5% | -6.3% | -1.5% |
| 3M | +21.8% | -17.3% | +39.1% | +24.4% |
| 6M | +23.2% | -12.7% | +35.8% | +24.4% |
| YTD | +28.7% | -4.1% | +32.9% | +27.0% |
| 1Y | +67.8% | +21.2% | +46.5% | +57.5% |
| All | +100.2% | +87.9% | +12.3% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling