+561.3%
XLP vs CHRW
+3,356.5%
-2,795.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.4% | -0.1% |
| 7D | +3.5% | +0.7% | +2.8% | +3.3% |
| 30D | +11.6% | -5.0% | +16.5% | +12.3% |
| 3M | +7.6% | -16.1% | +23.7% | +10.2% |
| 6M | +10.0% | -22.6% | +32.7% | +13.4% |
| YTD | +19.7% | -19.3% | +39.0% | +21.6% |
| 1Y | +23.5% | -14.9% | +38.4% | +24.2% |
| 3Y | +44.0% | +68.0% | -24.1% | +25.9% |
| 5Y | +42.7% | +53.2% | -10.5% | +25.3% |
| 10Y | +131.3% | +134.8% | -3.5% | +84.7% |
| All | +561.3% | +3,356.5% | -2,795.2% | +289.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling