+261.8%
XOM vs CHRW
+89.7%
+172.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | 0.0% | +4.1% | -4.0% | -0.5% |
| 30D | +3.4% | +1.9% | +1.5% | +3.1% |
| 3M | +11.0% | -21.2% | +32.2% | +14.4% |
| 6M | +10.6% | -16.7% | +27.3% | +12.6% |
| YTD | +39.2% | -5.4% | +44.6% | +37.9% |
| 1Y | +52.7% | +21.2% | +31.5% | +43.5% |
| 3Y | +56.8% | +86.5% | -29.7% | +32.1% |
| 5Y | +261.8% | +93.0% | +168.8% | +196.4% |
| All | +261.8% | +89.7% | +172.1% | +196.4% |
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