+191.6%
XOM vs CHRW
+182.4%
+9.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | +1.9% | +4.4% | -2.5% | +0.9% |
| 30D | +4.1% | +5.5% | -1.4% | +2.7% |
| 3M | +10.4% | -17.3% | +27.7% | +14.4% |
| 6M | +13.0% | -12.7% | +25.7% | +14.8% |
| YTD | +40.1% | -4.1% | +44.2% | +37.7% |
| 1Y | +51.1% | +21.2% | +29.9% | +37.9% |
| 3Y | +57.7% | +88.9% | -31.2% | +22.3% |
| 5Y | +264.7% | +93.1% | +171.6% | +171.7% |
| All | +191.6% | +182.4% | +9.1% | +85.3% |
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