+128.8%
XLP vs CHRW
+131.6%
-2.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.5% |
| 7D | +0.1% | +0.2% | -0.2% | 0.0% |
| 30D | +8.9% | -9.4% | +18.3% | +10.3% |
| 3M | +7.5% | -13.3% | +20.7% | +9.3% |
| 6M | +9.4% | -24.2% | +33.6% | +12.8% |
| YTD | +19.3% | -18.9% | +38.1% | +20.4% |
| 1Y | +21.7% | -12.4% | +34.1% | +21.2% |
| 3Y | +44.0% | +72.2% | -28.3% | +22.2% |
| 5Y | +42.8% | +53.4% | -10.6% | +22.1% |
| 10Y | +128.8% | +127.0% | +1.8% | +78.0% |
| All | +128.8% | +131.6% | -2.8% | +78.0% |
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 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