+422.3%
XLF vs CHRW
+3,877.3%
-3,455.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | 0.0% | -1.4% | +1.4% | +0.5% |
| 30D | +0.2% | -3.5% | +3.6% | +1.3% |
| 3M | +11.7% | -19.4% | +31.1% | +18.8% |
| 6M | +13.8% | -21.4% | +35.2% | +21.2% |
| YTD | +7.0% | -7.1% | +14.1% | +6.3% |
| 1Y | +9.1% | +17.8% | -8.7% | -2.0% |
| 3Y | +75.6% | +78.8% | -3.2% | +29.3% |
| 5Y | +66.4% | +83.5% | -17.1% | +17.4% |
| 10Y | +250.3% | +160.2% | +90.0% | +107.0% |
| All | +422.3% | +3,877.3% | -3,455.0% | +92.5% |
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 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