+32.0%
XEL vs CHRW
+90.8%
-58.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.3% | +3.5% | -3.8% | -0.6% |
| 30D | -3.9% | +4.6% | -8.5% | -4.3% |
| 3M | -2.8% | -19.7% | +16.9% | -1.4% |
| 6M | -5.4% | -12.4% | +7.0% | -4.9% |
| YTD | +3.8% | -3.9% | +7.7% | +2.9% |
| 1Y | +6.8% | +18.4% | -11.6% | +3.5% |
| 3Y | +45.6% | +88.8% | -43.3% | +32.5% |
| All | +32.0% | +90.8% | -58.8% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling