-4.1%
XLC vs CHRW
-12.5%
+8.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.5% | +2.2% |
| 7D | +7.1% | +0.2% | +6.9% | +7.0% |
| 30D | -2.7% | -9.4% | +6.6% | -2.0% |
| 3M | -3.2% | -13.3% | +10.1% | -2.3% |
| 6M | -7.7% | -24.2% | +16.5% | -6.3% |
| YTD | -8.0% | -18.9% | +10.9% | -8.7% |
| All | -4.1% | -12.5% | +8.4% | -6.4% |
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