+125.2%
XBI vs CHRW
+80.1%
+45.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.1% | +7.3% | -8.4% | -1.9% |
| 30D | +2.6% | -3.6% | +6.2% | +2.9% |
| 3M | -4.0% | -9.6% | +5.6% | -3.3% |
| 6M | +10.9% | -17.0% | +27.9% | +12.3% |
| YTD | +23.6% | -15.4% | +39.0% | +23.4% |
| 1Y | +35.1% | -10.0% | +45.1% | +33.4% |
| 3Y | +125.2% | +82.2% | +43.0% | +80.5% |
| All | +125.2% | +80.1% | +45.0% | +80.5% |
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