+173.9%
XLE vs CHRW
+131.8%
+42.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +0.9% |
| 7D | -0.2% | -0.1% | -0.2% | -0.2% |
| 30D | -4.0% | -4.3% | +0.3% | -3.4% |
| 3M | +4.6% | -7.4% | +12.0% | +5.7% |
| 6M | +12.3% | -20.7% | +33.0% | +16.9% |
| YTD | +44.5% | -15.9% | +60.4% | +45.3% |
| 1Y | +42.4% | -9.9% | +52.3% | +39.9% |
| 3Y | +67.0% | +79.0% | -11.9% | +24.0% |
| 5Y | +161.9% | +61.3% | +100.6% | +95.9% |
| 10Y | +173.9% | +128.5% | +45.3% | +75.9% |
| All | +173.9% | +131.8% | +42.1% | +75.9% |
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