+21.3%
XLP vs CHRW
-9.7%
+31.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.4% |
| 7D | -0.5% | -0.1% | -0.5% | -0.6% |
| 30D | +8.3% | -4.3% | +12.6% | +8.4% |
| 3M | +8.7% | -7.4% | +16.1% | +8.7% |
| 6M | +11.2% | -20.7% | +31.9% | +11.1% |
| YTD | +20.0% | -15.9% | +35.9% | +18.7% |
| 1Y | +21.3% | -9.9% | +31.2% | +19.0% |
| All | +21.3% | -9.7% | +31.0% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling