+152.6%
XRT vs CHRW
+131.6%
+20.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.7% | +2.8% |
| 7D | +2.5% | +0.2% | +2.3% | +2.4% |
| 30D | +10.3% | -9.4% | +19.7% | +13.3% |
| 3M | +2.4% | -13.3% | +15.6% | +6.0% |
| 6M | +10.0% | -24.2% | +34.1% | +17.0% |
| YTD | +9.5% | -18.9% | +28.4% | +12.3% |
| 1Y | +17.2% | -12.4% | +29.5% | +16.9% |
| 3Y | +62.0% | +72.2% | -10.3% | +20.1% |
| 5Y | -2.1% | +53.4% | -55.5% | -24.6% |
| 10Y | +152.6% | +127.0% | +25.6% | +61.2% |
| All | +152.6% | +131.6% | +20.9% | +61.2% |
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