+640.9%
XLU vs CHRW
+3,953.0%
-3,312.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +0.6% | +4.1% | -3.4% | -0.1% |
| 30D | -0.4% | +1.9% | -2.3% | -0.8% |
| 3M | -1.7% | -21.2% | +19.4% | +1.7% |
| 6M | -7.1% | -16.7% | +9.6% | -5.1% |
| YTD | +1.9% | -5.4% | +7.3% | +1.3% |
| 1Y | +6.1% | +21.2% | -15.1% | +0.3% |
| 3Y | +48.8% | +86.5% | -37.7% | +27.5% |
| 5Y | +43.8% | +93.0% | -49.2% | +20.7% |
| 10Y | +143.2% | +174.5% | -31.3% | +86.7% |
| All | +640.9% | +3,953.0% | -3,312.0% | +347.9% |
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