+26.9%
XLV vs CHRW
+17.2%
+9.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | +0.2% | -1.4% | +1.6% | +0.2% |
| 30D | +4.4% | -3.5% | +7.9% | +4.6% |
| 3M | +13.2% | -19.4% | +32.6% | +14.2% |
| 6M | +10.1% | -21.4% | +31.5% | +10.9% |
| YTD | +11.7% | -7.1% | +18.8% | +11.4% |
| 1Y | +26.9% | +17.8% | +9.1% | +26.1% |
| All | +26.9% | +17.2% | +9.7% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling