+39.5%
XLC vs CHRW
+53.0%
-13.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.5% | +1.9% |
| 7D | +7.1% | +0.2% | +6.9% | +7.0% |
| 30D | -2.7% | -9.4% | +6.6% | -1.2% |
| 3M | -3.2% | -13.3% | +10.1% | -1.2% |
| 6M | -7.7% | -24.2% | +16.5% | -4.2% |
| YTD | -8.0% | -18.9% | +10.9% | -6.7% |
| 1Y | -3.1% | -12.4% | +9.3% | -3.4% |
| 3Y | +64.9% | +72.2% | -7.3% | +34.9% |
| 5Y | +39.5% | +53.4% | -13.9% | +15.0% |
| All | +39.5% | +53.0% | -13.5% | +15.0% |
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