+1,115.5%
XOM vs CHRW
+4,173.0%
-3,057.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.9% |
| 7D | +1.8% | -1.4% | +3.2% | +2.1% |
| 30D | +5.9% | -3.5% | +9.3% | +6.5% |
| 3M | +5.6% | -19.4% | +25.0% | +10.0% |
| 6M | +7.9% | -21.4% | +29.2% | +12.3% |
| YTD | +35.2% | -7.1% | +42.3% | +34.5% |
| 1Y | +46.0% | +17.8% | +28.2% | +35.9% |
| 3Y | +55.0% | +78.8% | -23.7% | +27.2% |
| 5Y | +246.3% | +83.5% | +162.8% | +177.9% |
| 10Y | +181.0% | +160.2% | +20.7% | +103.3% |
| All | +1,115.5% | +4,173.0% | -3,057.5% | +484.1% |
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 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