+926.8%
XBI vs CHRW
+488.1%
+438.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -3.6% | +4.1% | -7.7% | -4.9% |
| 30D | +0.9% | +1.9% | -1.0% | +0.1% |
| 3M | +21.4% | -21.2% | +42.6% | +29.3% |
| 6M | +25.5% | -16.7% | +42.2% | +30.3% |
| YTD | +30.8% | -5.4% | +36.2% | +28.8% |
| 1Y | +68.6% | +21.2% | +47.4% | +50.9% |
| 3Y | +103.9% | +86.5% | +17.5% | +51.8% |
| 5Y | +20.8% | +93.0% | -72.3% | -13.7% |
| 10Y | +164.0% | +174.5% | -10.5% | +58.7% |
| All | +926.8% | +488.1% | +438.7% | +340.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling