+42.8%
XLP vs CHRW
+53.0%
-10.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.6% |
| 7D | +0.1% | +0.2% | -0.2% | 0.0% |
| 30D | +8.9% | -9.4% | +18.3% | +9.8% |
| 3M | +7.5% | -13.3% | +20.7% | +8.5% |
| 6M | +9.4% | -24.2% | +33.6% | +11.4% |
| YTD | +19.3% | -18.9% | +38.1% | +19.7% |
| 1Y | +21.7% | -12.4% | +34.1% | +21.0% |
| 3Y | +44.0% | +72.2% | -28.3% | +28.1% |
| 5Y | +42.8% | +53.4% | -10.6% | +27.9% |
| All | +42.8% | +53.0% | -10.2% | +27.9% |
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