+64.9%
XLC vs CHRW
+68.5%
-3.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.5% | +2.1% |
| 7D | +7.1% | +0.2% | +6.9% | +7.0% |
| 30D | -2.7% | -9.4% | +6.6% | -1.8% |
| 3M | -3.2% | -13.3% | +10.1% | -2.0% |
| 6M | -7.7% | -24.2% | +16.5% | -5.5% |
| YTD | -8.0% | -18.9% | +10.9% | -7.1% |
| 1Y | -3.1% | -12.4% | +9.3% | -3.1% |
| 3Y | +64.9% | +72.2% | -7.3% | +48.5% |
| All | +64.9% | +68.5% | -3.6% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling