+73.6%
XLF vs CHRW
+85.4%
-11.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.4% |
| 7D | -1.0% | +4.1% | -5.1% | -1.5% |
| 30D | -1.3% | +1.9% | -3.2% | -1.5% |
| 3M | +9.1% | -21.2% | +30.3% | +11.9% |
| 6M | +14.4% | -16.7% | +31.0% | +16.0% |
| YTD | +5.1% | -5.4% | +10.4% | +4.6% |
| 1Y | +8.6% | +21.2% | -12.5% | +4.2% |
| All | +73.6% | +85.4% | -11.8% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling