+1,194.1%
XOM vs CHRW
+3,789.5%
-2,595.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.7% |
| 7D | +2.7% | +4.7% | -2.0% | +1.6% |
| 30D | -2.5% | -2.6% | +0.1% | -2.3% |
| 3M | +7.0% | -8.0% | +15.0% | +8.1% |
| 6M | +14.2% | -19.0% | +33.2% | +17.8% |
| YTD | +43.9% | -15.5% | +59.4% | +45.2% |
| 1Y | +47.9% | -10.8% | +58.7% | +47.2% |
| 3Y | +80.6% | +79.8% | +0.8% | +46.7% |
| 5Y | +212.8% | +59.3% | +153.5% | +157.9% |
| 10Y | +202.6% | +129.6% | +73.0% | +123.9% |
| All | +1,194.1% | +3,789.5% | -2,595.4% | +531.0% |
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