+250.2%
XLI vs CHRW
+182.4%
+67.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.1% |
| 7D | -2.3% | +4.4% | -6.7% | -3.5% |
| 30D | -8.2% | +5.5% | -13.7% | -9.6% |
| 3M | +0.8% | -17.3% | +18.0% | +5.2% |
| 6M | +0.8% | -12.7% | +13.5% | +3.0% |
| YTD | +10.5% | -4.1% | +14.7% | +8.8% |
| 1Y | +14.1% | +21.2% | -7.1% | +3.3% |
| 3Y | +68.6% | +88.9% | -20.3% | +26.8% |
| 5Y | +80.4% | +93.1% | -12.7% | +30.0% |
| All | +250.2% | +182.4% | +67.7% | +108.8% |
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