+35.5%
XLV vs CHRW
+90.8%
-55.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | +3.5% | -7.0% | -3.9% |
| 30D | -1.8% | +4.6% | -6.4% | -2.3% |
| 3M | +7.8% | -19.7% | +27.5% | +9.8% |
| 6M | +9.1% | -12.4% | +21.5% | +9.9% |
| YTD | +7.7% | -3.9% | +11.6% | +7.0% |
| 1Y | +20.4% | +18.4% | +2.0% | +16.4% |
| 3Y | +30.8% | +88.8% | -58.1% | +17.7% |
| All | +35.5% | +90.8% | -55.3% | +20.4% |
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