+205.4%
XOM vs CHRW
+128.6%
+76.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.8% | +7.3% | -4.4% | +1.3% |
| 30D | -3.6% | -3.6% | 0.0% | -3.3% |
| 3M | +8.2% | -9.6% | +17.8% | +9.8% |
| 6M | +14.0% | -17.0% | +31.0% | +16.7% |
| YTD | +44.6% | -15.4% | +60.0% | +45.2% |
| 1Y | +47.8% | -10.0% | +57.8% | +45.7% |
| 3Y | +79.6% | +82.2% | -2.6% | +38.0% |
| 5Y | +214.3% | +59.4% | +154.9% | +145.8% |
| All | +205.4% | +128.6% | +76.8% | +107.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling