+528.0%
XRT vs CHRW
+297.1%
+230.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.8% |
| 7D | +0.9% | +0.6% | +0.3% | +0.6% |
| 30D | +7.9% | -7.3% | +15.2% | +10.8% |
| 3M | -0.2% | -14.2% | +14.0% | +4.9% |
| 6M | +5.6% | -25.1% | +30.7% | +15.1% |
| YTD | +5.7% | -21.2% | +26.8% | +10.7% |
| 1Y | +14.6% | -14.2% | +28.7% | +15.6% |
| 3Y | +50.7% | +63.5% | -12.8% | +7.1% |
| 5Y | -4.8% | +49.6% | -54.4% | -30.9% |
| 10Y | +152.6% | +129.4% | +23.3% | +39.9% |
| All | +528.0% | +297.1% | +230.9% | +147.1% |
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