+159.6%
XLB vs CHRW
+168.2%
-8.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.4% |
| 7D | -0.2% | +1.9% | -2.2% | -0.8% |
| 30D | -1.7% | +0.9% | -2.7% | -2.1% |
| 3M | +4.4% | -19.9% | +24.2% | +9.5% |
| 6M | +5.0% | -15.8% | +20.8% | +8.1% |
| YTD | +15.5% | -5.6% | +21.1% | +14.0% |
| 1Y | +14.9% | +21.0% | -6.1% | +4.4% |
| 3Y | +34.5% | +86.0% | -51.5% | +3.0% |
| 5Y | +36.5% | +88.6% | -52.1% | +1.0% |
| 10Y | +159.6% | +169.3% | -9.7% | +61.0% |
| All | +159.6% | +168.2% | -8.6% | +61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling