+136.8%
XLP vs CHRW
+131.8%
+5.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.1% |
| 7D | -0.5% | -0.1% | -0.5% | -0.5% |
| 30D | +8.3% | -4.3% | +12.6% | +8.8% |
| 3M | +8.7% | -7.4% | +16.1% | +9.5% |
| 6M | +11.2% | -20.7% | +31.9% | +13.8% |
| YTD | +20.0% | -15.9% | +35.9% | +20.5% |
| 1Y | +21.3% | -9.9% | +31.2% | +20.3% |
| 3Y | +43.8% | +79.0% | -35.1% | +21.3% |
| 5Y | +43.3% | +61.3% | -18.0% | +21.3% |
| 10Y | +136.8% | +128.5% | +8.2% | +80.0% |
| All | +136.8% | +131.8% | +5.0% | +80.0% |
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