+1,101.4%
XLY vs CHRW
+3,953.0%
-2,851.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.4% |
| 7D | -2.1% | +4.1% | -6.2% | -3.3% |
| 30D | -6.0% | +1.9% | -7.9% | -6.7% |
| 3M | -2.7% | -21.2% | +18.4% | +3.4% |
| 6M | -1.5% | -16.7% | +15.2% | +2.3% |
| YTD | -5.4% | -5.4% | -0.1% | -6.5% |
| 1Y | -3.8% | +21.2% | -25.0% | -13.2% |
| 3Y | +36.6% | +86.5% | -49.9% | +3.7% |
| 5Y | +27.4% | +93.0% | -65.7% | -6.0% |
| 10Y | +218.2% | +174.5% | +43.7% | +101.7% |
| All | +1,101.4% | +3,953.0% | -2,851.6% | +328.7% |
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