+82.5%
XOP vs CHRW
+367.7%
-285.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.3% |
| 7D | +2.6% | -1.4% | +4.0% | +3.2% |
| 30D | +15.4% | -3.5% | +18.9% | +16.9% |
| 3M | +12.1% | -19.4% | +31.5% | +21.3% |
| 6M | +19.7% | -21.4% | +41.1% | +29.0% |
| YTD | +52.4% | -7.1% | +59.5% | +49.6% |
| 1Y | +47.6% | +17.8% | +29.7% | +26.2% |
| 3Y | +34.4% | +78.8% | -44.4% | -12.1% |
| 5Y | +154.4% | +83.5% | +70.9% | +58.6% |
| 10Y | +54.7% | +160.2% | -105.6% | -23.6% |
| All | +82.5% | +367.7% | -285.2% | -34.8% |
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