+869.9%
XBI vs CHRW
+425.6%
+444.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.1% | +7.3% | -8.4% | -3.3% |
| 30D | +2.6% | -3.6% | +6.2% | +3.4% |
| 3M | -4.0% | -9.6% | +5.6% | -1.9% |
| 6M | +10.9% | -17.0% | +27.9% | +14.8% |
| YTD | +23.6% | -15.4% | +39.0% | +25.0% |
| 1Y | +35.1% | -10.0% | +45.1% | +33.6% |
| 3Y | +125.2% | +82.2% | +43.0% | +66.8% |
| 5Y | +19.7% | +59.4% | -39.6% | -9.2% |
| 10Y | +130.6% | +129.7% | +0.8% | +45.9% |
| All | +869.9% | +425.6% | +444.3% | +327.4% |
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