+1,477.5%
XLK vs CHRW
+3,943.5%
-2,466.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | +2.3% | +1.9% | +0.4% | +1.7% |
| 30D | -0.1% | +0.9% | -1.0% | -0.4% |
| 3M | +2.1% | -19.9% | +22.0% | +8.2% |
| 6M | +37.2% | -15.8% | +53.0% | +42.1% |
| YTD | +30.8% | -5.6% | +36.4% | +29.6% |
| 1Y | +42.6% | +21.0% | +21.6% | +29.0% |
| 3Y | +121.8% | +86.0% | +35.8% | +68.1% |
| 5Y | +145.7% | +88.6% | +57.0% | +82.1% |
| 10Y | +782.1% | +169.3% | +612.8% | +461.6% |
| All | +1,477.5% | +3,943.5% | -2,466.0% | +387.3% |
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