+123.7%
XRT vs CHRW
+168.2%
-44.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.8% | -2.7% |
| 7D | -0.3% | +1.9% | -2.2% | -0.9% |
| 30D | -5.6% | +0.9% | -6.6% | -6.0% |
| 3M | +2.5% | -19.9% | +22.4% | +8.5% |
| 6M | +3.7% | -15.8% | +19.5% | +7.3% |
| YTD | +1.0% | -5.6% | +6.6% | -0.4% |
| 1Y | -1.2% | +21.0% | -22.2% | -11.6% |
| 3Y | +43.4% | +86.0% | -42.7% | +5.5% |
| 5Y | -0.7% | +88.6% | -89.4% | -28.2% |
| 10Y | +123.7% | +169.3% | -45.6% | +35.0% |
| All | +123.7% | +168.2% | -44.5% | +35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling