+638.0%
XYZ vs CHRW
+131.6%
+506.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +2.5% |
| 7D | +14.9% | +0.2% | +14.7% | +14.8% |
| 30D | +14.7% | -9.4% | +24.0% | +18.6% |
| 3M | +12.1% | -13.3% | +25.4% | +17.0% |
| 6M | +18.3% | -24.2% | +42.5% | +27.7% |
| YTD | +36.1% | -18.9% | +54.9% | +40.9% |
| 1Y | +35.3% | -12.4% | +47.7% | +35.3% |
| 3Y | +73.5% | +72.2% | +1.2% | +17.3% |
| 5Y | -61.6% | +53.4% | -115.0% | -72.0% |
| 10Y | +638.0% | +127.0% | +511.0% | +403.7% |
| All | +638.0% | +131.6% | +506.4% | +403.7% |
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