+134.0%
XLC vs CHRW
+72.5%
+61.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +6.2% | -3.4% | +9.6% | +7.1% |
| 30D | -2.4% | -9.4% | +7.0% | -0.4% |
| 3M | -3.3% | -12.6% | +9.3% | -0.9% |
| 6M | -7.3% | -24.2% | +16.8% | -2.7% |
| YTD | -7.6% | -18.9% | +11.2% | -5.8% |
| 1Y | -3.7% | -13.7% | +10.0% | -3.6% |
| 3Y | +62.9% | +72.6% | -9.7% | +27.7% |
| 5Y | +41.6% | +55.6% | -13.9% | +12.5% |
| All | +134.0% | +72.5% | +61.5% | +60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling