+82.8%
XLI vs CHRW
+90.3%
-7.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | +1.0% | +1.9% | -1.0% | +0.6% |
| 30D | -5.8% | +0.9% | -6.7% | -6.0% |
| 3M | +0.7% | -19.9% | +20.6% | +4.4% |
| 6M | +3.2% | -15.8% | +19.0% | +5.5% |
| YTD | +13.0% | -5.6% | +18.6% | +12.1% |
| 1Y | +16.8% | +21.0% | -4.2% | +9.0% |
| 3Y | +72.4% | +86.0% | -13.6% | +42.3% |
| 5Y | +82.8% | +88.6% | -5.9% | +48.2% |
| All | +82.8% | +90.3% | -7.5% | +48.2% |
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