+36.5%
XLB vs CHRW
+83.1%
-46.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -1.4% | -1.4% | 0.0% | -1.1% |
| 30D | -0.4% | -3.5% | +3.1% | +0.2% |
| 3M | +2.0% | -19.4% | +21.4% | +5.3% |
| 6M | +1.8% | -21.4% | +23.2% | +5.4% |
| YTD | +16.6% | -7.1% | +23.7% | +15.8% |
| 1Y | +16.9% | +17.8% | -0.9% | +9.7% |
| 3Y | +32.6% | +78.8% | -46.2% | +10.5% |
| All | +36.5% | +83.1% | -46.6% | +10.0% |
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 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