+163.9%
XLE vs CHRW
+131.6%
+32.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.2% |
| 7D | -7.9% | +0.2% | -8.1% | -8.0% |
| 30D | -4.8% | -9.4% | +4.5% | -2.8% |
| 3M | +8.4% | -13.3% | +21.6% | +11.4% |
| 6M | +12.7% | -24.2% | +36.8% | +18.6% |
| YTD | +41.3% | -18.9% | +60.1% | +43.4% |
| 1Y | +42.3% | -12.4% | +54.7% | +40.7% |
| 3Y | +65.1% | +72.2% | -7.2% | +23.8% |
| 5Y | +150.2% | +53.4% | +96.8% | +90.2% |
| 10Y | +163.9% | +127.0% | +37.0% | +72.6% |
| All | +163.9% | +131.6% | +32.3% | +72.6% |
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 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