+28.4%
XLY vs CHRW
+90.8%
-62.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -1.7% | +3.5% | -5.2% | -2.4% |
| 30D | -4.2% | +4.6% | -8.8% | -5.1% |
| 3M | -2.7% | -19.7% | +17.0% | +1.1% |
| 6M | -0.6% | -12.4% | +11.8% | +0.8% |
| YTD | -5.0% | -3.9% | -1.1% | -6.4% |
| 1Y | -4.1% | +18.4% | -22.5% | -10.9% |
| 3Y | +33.6% | +88.8% | -55.2% | +6.0% |
| All | +28.4% | +90.8% | -62.4% | +2.2% |
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