+54.6%
XOP vs CHRW
+21.7%
+33.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.6% |
| 7D | +1.0% | +4.1% | -3.1% | +0.9% |
| 30D | +10.8% | +1.9% | +9.0% | +10.8% |
| 3M | +19.5% | -21.2% | +40.6% | +20.6% |
| 6M | +21.6% | -16.7% | +38.3% | +22.9% |
| YTD | +55.8% | -5.4% | +61.2% | +57.5% |
| 1Y | +54.6% | +21.2% | +33.5% | +59.5% |
| All | +54.6% | +21.7% | +33.0% | +59.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling