+41.6%
XLE vs CHRW
-12.5%
+54.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -6.7% | -3.4% | -3.3% | -6.7% |
| 30D | -4.4% | -9.4% | +4.9% | -4.3% |
| 3M | +4.0% | -12.6% | +16.6% | +4.1% |
| 6M | +13.2% | -24.2% | +37.3% | +13.6% |
| YTD | +41.9% | -18.9% | +60.8% | +41.2% |
| 1Y | +41.6% | -13.7% | +55.3% | +39.4% |
| All | +41.6% | -12.5% | +54.1% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling