+120.4%
XLK vs CHRW
+88.3%
+32.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.2% | +3.5% | -3.3% | -0.2% |
| 30D | -0.6% | +4.6% | -5.2% | -1.2% |
| 3M | +2.6% | -19.7% | +22.3% | +4.9% |
| 6M | +34.0% | -12.4% | +46.4% | +35.1% |
| YTD | +30.7% | -3.9% | +34.6% | +29.9% |
| 1Y | +39.2% | +18.4% | +20.8% | +34.5% |
| 3Y | +120.4% | +88.8% | +31.6% | +99.0% |
| All | +120.4% | +88.3% | +32.1% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling