+167.2%
XLE vs CHRW
+127.5%
+39.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.6% |
| 7D | -12.0% | +0.6% | -12.6% | -12.2% |
| 30D | -2.7% | -7.3% | +4.5% | -1.3% |
| 3M | +6.6% | -14.2% | +20.8% | +9.8% |
| 6M | +9.5% | -25.1% | +34.6% | +15.6% |
| YTD | +40.6% | -21.2% | +61.7% | +43.7% |
| 1Y | +43.6% | -14.2% | +57.8% | +42.7% |
| 3Y | +58.1% | +63.5% | -5.4% | +20.5% |
| 5Y | +152.2% | +49.6% | +102.6% | +92.8% |
| All | +167.2% | +127.5% | +39.7% | +75.1% |
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