+1,024.7%
XLE vs CHRW
+3,877.3%
-2,852.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -1.2% |
| 7D | +2.2% | -1.4% | +3.6% | +2.6% |
| 30D | +11.8% | -3.5% | +15.2% | +12.7% |
| 3M | +9.8% | -19.4% | +29.2% | +15.7% |
| 6M | +15.6% | -21.4% | +36.9% | +21.6% |
| YTD | +45.3% | -7.1% | +52.4% | +44.1% |
| 1Y | +48.3% | +17.8% | +30.5% | +35.2% |
| 3Y | +55.4% | +78.8% | -23.3% | +20.6% |
| 5Y | +216.1% | +83.5% | +132.6% | +138.2% |
| 10Y | +178.4% | +160.2% | +18.2% | +83.9% |
| All | +1,024.7% | +3,877.3% | -2,852.5% | +400.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling