+429.4%
XLF vs CHRW
+3,522.2%
-3,092.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +2.7% | +7.3% | -4.6% | +0.1% |
| 30D | +7.6% | -3.6% | +11.2% | +8.5% |
| 3M | +1.1% | -9.6% | +10.7% | +3.6% |
| 6M | +15.9% | -17.0% | +32.9% | +20.4% |
| YTD | +8.4% | -15.4% | +23.9% | +10.2% |
| 1Y | +12.5% | -10.0% | +22.5% | +11.6% |
| 3Y | +81.6% | +82.2% | -0.6% | +31.0% |
| 5Y | +59.3% | +59.4% | -0.1% | +17.4% |
| 10Y | +225.4% | +129.7% | +95.7% | +99.3% |
| All | +429.4% | +3,522.2% | -3,092.8% | +99.7% |
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