-1.7%
XLC vs CHRW
+20.6%
-22.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.6% |
| 7D | +0.6% | +1.9% | -1.4% | +0.4% |
| 30D | +0.2% | +0.9% | -0.7% | +0.2% |
| 3M | +0.6% | -19.9% | +20.5% | +1.8% |
| 6M | -4.5% | -15.8% | +11.3% | -4.0% |
| YTD | -4.7% | -5.6% | +0.9% | -4.1% |
| 1Y | -1.7% | +21.0% | -22.7% | -1.0% |
| All | -1.7% | +20.6% | -22.2% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling