+46.7%
XLU vs CHRW
+87.9%
-41.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -1.2% | +4.4% | -5.5% | -1.4% |
| 30D | -2.5% | +5.5% | -8.0% | -2.9% |
| 3M | -2.7% | -17.3% | +14.5% | -1.9% |
| 6M | -7.5% | -12.7% | +5.2% | -7.1% |
| YTD | +0.9% | -4.1% | +5.1% | +0.1% |
| 1Y | +3.3% | +21.2% | -17.9% | +0.3% |
| All | +46.7% | +87.9% | -41.2% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling