+164.7%
XLB vs CHRW
+128.5%
+36.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | 0.0% | +4.7% | -4.7% | -1.2% |
| 30D | +5.3% | -2.6% | +7.9% | +5.6% |
| 3M | 0.0% | -8.0% | +8.0% | +1.3% |
| 6M | +1.2% | -19.0% | +20.2% | +4.7% |
| YTD | +16.9% | -15.5% | +32.4% | +17.8% |
| 1Y | +20.9% | -10.8% | +31.7% | +19.9% |
| 3Y | +43.3% | +79.8% | -36.5% | +9.1% |
| 5Y | +28.3% | +59.3% | -31.0% | -0.6% |
| All | +164.7% | +128.5% | +36.2% | +73.6% |
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