+896.5%
XLV vs CHRW
+3,953.0%
-3,056.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -3.7% | +4.1% | -7.7% | -4.5% |
| 30D | -1.1% | +1.9% | -3.0% | -1.6% |
| 3M | +8.2% | -21.2% | +29.4% | +12.7% |
| 6M | +8.9% | -16.7% | +25.6% | +11.7% |
| YTD | +8.5% | -5.4% | +13.9% | +7.7% |
| 1Y | +22.3% | +21.2% | +1.1% | +14.6% |
| 3Y | +32.6% | +86.5% | -53.8% | +10.8% |
| 5Y | +34.4% | +93.0% | -58.7% | +9.4% |
| 10Y | +175.4% | +174.5% | +0.9% | +102.6% |
| All | +896.5% | +3,953.0% | -3,056.4% | +385.6% |
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