+998.7%
XLE vs CHRW
+3,374.8%
-2,376.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -6.7% | -3.4% | -3.3% | -5.8% |
| 30D | -4.4% | -9.4% | +4.9% | -2.2% |
| 3M | +4.0% | -12.6% | +16.6% | +7.0% |
| 6M | +13.2% | -24.2% | +37.3% | +19.9% |
| YTD | +41.9% | -18.9% | +60.8% | +45.1% |
| 1Y | +41.6% | -13.7% | +55.3% | +41.9% |
| 3Y | +64.0% | +72.6% | -8.6% | +27.0% |
| 5Y | +158.1% | +55.6% | +102.5% | +102.7% |
| 10Y | +163.9% | +122.7% | +41.2% | +80.9% |
| All | +998.7% | +3,374.8% | -2,376.1% | +403.9% |
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 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