+42.7%
XLP vs CHRW
+48.6%
-5.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.4% | -0.4% |
| 7D | +3.5% | +0.7% | +2.8% | +3.4% |
| 30D | +11.6% | -5.0% | +16.5% | +11.9% |
| 3M | +7.6% | -16.1% | +23.7% | +9.0% |
| 6M | +10.0% | -22.6% | +32.7% | +11.7% |
| YTD | +19.7% | -19.3% | +39.0% | +20.2% |
| 1Y | +23.5% | -14.9% | +38.4% | +23.2% |
| 3Y | +44.0% | +68.0% | -24.1% | +28.6% |
| 5Y | +42.7% | +53.2% | -10.5% | +27.9% |
| All | +42.7% | +48.6% | -5.9% | +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