+246.5%
XLF vs CHRW
+182.4%
+64.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | -2.9% | +4.4% | -7.2% | -4.0% |
| 30D | -1.6% | +5.5% | -7.1% | -3.1% |
| 3M | +9.3% | -17.3% | +26.5% | +13.7% |
| 6M | +14.6% | -12.7% | +27.2% | +16.8% |
| YTD | +4.7% | -4.1% | +8.9% | +3.1% |
| 1Y | +8.6% | +21.2% | -12.6% | -1.1% |
| 3Y | +73.9% | +88.9% | -15.1% | +32.9% |
| 5Y | +65.0% | +93.1% | -28.1% | +20.4% |
| All | +246.5% | +182.4% | +64.1% | +105.6% |
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