+1,124.6%
XOM vs CHRW
+4,244.2%
-3,119.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.4% |
| 7D | -2.4% | +1.9% | -4.3% | -2.8% |
| 30D | +5.7% | +0.9% | +4.7% | +5.3% |
| 3M | +6.6% | -19.9% | +26.4% | +11.2% |
| 6M | +7.7% | -15.8% | +23.5% | +10.3% |
| YTD | +36.2% | -5.6% | +41.8% | +34.9% |
| 1Y | +50.5% | +21.0% | +29.5% | +39.2% |
| 3Y | +53.4% | +86.0% | -32.7% | +24.6% |
| 5Y | +254.2% | +88.6% | +165.6% | +182.3% |
| 10Y | +177.9% | +169.3% | +8.6% | +99.5% |
| All | +1,124.6% | +4,244.2% | -3,119.6% | +486.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling