+170.7%
XLE vs CHRW
+168.2%
+2.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.7% |
| 7D | 0.0% | +1.9% | -1.9% | -0.5% |
| 30D | +12.6% | +0.9% | +11.7% | +12.2% |
| 3M | +11.8% | -19.9% | +31.7% | +17.6% |
| 6M | +16.1% | -15.8% | +31.9% | +19.4% |
| YTD | +46.9% | -5.6% | +52.5% | +44.5% |
| 1Y | +53.3% | +21.0% | +32.2% | +37.6% |
| 3Y | +54.9% | +86.0% | -31.1% | +15.8% |
| 5Y | +225.7% | +88.6% | +137.1% | +133.4% |
| 10Y | +170.7% | +169.3% | +1.4% | +61.7% |
| All | +170.7% | +168.2% | +2.5% | +61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling