+64.4%
XLF vs CHRW
+89.7%
-25.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | -1.0% | +4.1% | -5.1% | -1.7% |
| 30D | -1.3% | +1.9% | -3.2% | -1.7% |
| 3M | +9.1% | -21.2% | +30.3% | +12.9% |
| 6M | +14.4% | -16.7% | +31.0% | +16.7% |
| YTD | +5.1% | -5.4% | +10.4% | +4.3% |
| 1Y | +8.6% | +21.2% | -12.5% | +2.3% |
| 3Y | +74.4% | +86.5% | -12.0% | +47.8% |
| 5Y | +64.4% | +93.0% | -28.7% | +35.9% |
| All | +64.4% | +89.7% | -25.3% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling