+584.9%
XYZ vs CHRW
+128.6%
+456.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.8% | +2.8% |
| 7D | -1.1% | +7.3% | -8.3% | -3.7% |
| 30D | +11.5% | -3.6% | +15.1% | +12.6% |
| 3M | +1.8% | -9.6% | +11.4% | +4.5% |
| 6M | +21.2% | -17.0% | +38.2% | +25.9% |
| YTD | +29.9% | -15.4% | +45.4% | +32.4% |
| 1Y | +35.8% | -10.0% | +45.8% | +34.4% |
| 3Y | +62.6% | +82.2% | -19.6% | +7.2% |
| 5Y | -62.8% | +59.4% | -122.1% | -73.3% |
| All | +584.9% | +128.6% | +456.2% | +341.4% |
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