+145.6%
XLK vs CHRW
+94.0%
+51.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | -0.4% | +4.4% | -4.8% | -1.3% |
| 30D | -0.5% | +5.5% | -6.0% | -1.6% |
| 3M | +5.0% | -17.3% | +22.2% | +8.3% |
| 6M | +32.9% | -12.7% | +45.5% | +34.9% |
| YTD | +29.0% | -4.1% | +33.1% | +27.4% |
| 1Y | +37.8% | +21.2% | +16.6% | +27.9% |
| 3Y | +118.7% | +88.9% | +29.8% | +76.0% |
| 5Y | +145.6% | +93.1% | +52.5% | +91.1% |
| All | +145.6% | +94.0% | +51.6% | +91.1% |
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