+1,117.4%
XLI vs CHRW
+3,877.3%
-2,759.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -1.1% | -1.4% | +0.3% | -0.6% |
| 30D | -5.9% | -3.5% | -2.5% | -5.0% |
| 3M | -0.3% | -19.4% | +19.1% | +5.5% |
| 6M | +0.1% | -21.4% | +21.5% | +6.1% |
| YTD | +13.6% | -7.1% | +20.7% | +13.1% |
| 1Y | +17.2% | +17.8% | -0.6% | +6.9% |
| 3Y | +68.2% | +78.8% | -10.6% | +29.2% |
| 5Y | +80.7% | +83.5% | -2.8% | +34.6% |
| 10Y | +253.3% | +160.2% | +93.0% | +127.6% |
| All | +1,117.4% | +3,877.3% | -2,759.8% | +355.4% |
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