+44.2%
XLU vs CHRW
+90.8%
-46.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.6% | +3.5% | -5.1% | -1.9% |
| 30D | -3.3% | +4.6% | -7.9% | -3.7% |
| 3M | -3.2% | -19.7% | +16.6% | -1.4% |
| 6M | -7.0% | -12.4% | +5.5% | -6.3% |
| YTD | +0.6% | -3.9% | +4.5% | -0.3% |
| 1Y | +2.4% | +18.4% | -15.9% | -1.4% |
| 3Y | +46.3% | +88.8% | -42.6% | +29.5% |
| All | +44.2% | +90.8% | -46.6% | +25.9% |
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