+73.1%
XOP vs CHRW
+323.8%
-250.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.1% | +1.0% |
| 7D | +0.5% | -0.1% | +0.5% | +0.5% |
| 30D | -7.3% | -4.3% | -3.0% | -6.3% |
| 3M | +1.4% | -7.4% | +8.8% | +3.1% |
| 6M | +7.8% | -20.7% | +28.5% | +15.1% |
| YTD | +44.5% | -15.9% | +60.4% | +46.0% |
| 1Y | +37.0% | -9.9% | +46.9% | +33.5% |
| 3Y | +40.8% | +79.0% | -38.2% | -10.1% |
| 5Y | +88.7% | +61.3% | +27.3% | +23.3% |
| 10Y | +49.9% | +128.5% | -78.7% | -22.5% |
| All | +73.1% | +323.8% | -250.7% | -36.3% |
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