+788.5%
XLK vs CHRW
+183.1%
+605.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.2% | +3.5% | -3.3% | -0.7% |
| 30D | -0.6% | +4.6% | -5.2% | -1.9% |
| 3M | +2.6% | -19.7% | +22.3% | +7.8% |
| 6M | +34.0% | -12.4% | +46.4% | +36.6% |
| YTD | +30.7% | -3.9% | +34.6% | +28.6% |
| 1Y | +39.2% | +18.4% | +20.8% | +27.5% |
| 3Y | +120.4% | +88.8% | +31.6% | +67.4% |
| 5Y | +148.8% | +93.5% | +55.3% | +83.3% |
| All | +788.5% | +183.1% | +605.4% | +464.2% |
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 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