+899.0%
XEL vs CHRW
+4,173.0%
-3,274.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | -1.0% | -1.4% | +0.5% | -0.8% |
| 30D | -1.9% | -3.5% | +1.5% | -1.4% |
| 3M | -1.9% | -19.4% | +17.5% | +0.7% |
| 6M | -7.4% | -21.4% | +13.9% | -4.9% |
| YTD | +4.1% | -7.1% | +11.2% | +3.8% |
| 1Y | +8.0% | +17.8% | -9.8% | +3.5% |
| 3Y | +48.4% | +78.8% | -30.4% | +31.1% |
| 5Y | +27.2% | +83.5% | -56.3% | +10.5% |
| 10Y | +146.8% | +160.2% | -13.4% | +98.3% |
| All | +899.0% | +4,173.0% | -3,274.0% | +543.5% |
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