+1,090.8%
XLI vs CHRW
+3,503.3%
-2,412.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.2% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | +1.1% | -4.3% | +5.4% | +2.1% |
| 3M | -7.7% | -7.4% | -0.3% | -6.3% |
| 6M | -1.8% | -20.7% | +18.9% | +3.3% |
| YTD | +11.1% | -15.9% | +27.0% | +13.2% |
| 1Y | +12.1% | -9.9% | +22.0% | +11.6% |
| 3Y | +73.8% | +79.0% | -5.1% | +32.1% |
| 5Y | +73.8% | +61.3% | +12.4% | +33.9% |
| 10Y | +231.7% | +128.5% | +103.2% | +121.0% |
| All | +1,090.8% | +3,503.3% | -2,412.6% | +355.7% |
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