+45.8%
XRT vs CHRW
+81.1%
-35.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | +0.8% | -1.4% | +2.2% | +1.0% |
| 30D | -4.2% | -3.5% | -0.7% | -3.7% |
| 3M | +5.1% | -19.4% | +24.5% | +8.2% |
| 6M | +2.4% | -21.4% | +23.8% | +5.6% |
| YTD | +3.2% | -7.1% | +10.3% | +2.6% |
| 1Y | +1.5% | +17.8% | -16.3% | -3.9% |
| All | +45.8% | +81.1% | -35.3% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling