+28.1%
XYZ vs CHRW
-12.5%
+40.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +12.6% | -3.4% | +16.0% | +13.3% |
| 30D | +10.8% | -9.4% | +20.2% | +12.5% |
| 3M | +8.4% | -12.6% | +21.0% | +10.2% |
| 6M | +14.3% | -24.2% | +38.5% | +16.9% |
| YTD | +31.5% | -18.9% | +50.3% | +31.8% |
| 1Y | +28.1% | -13.7% | +41.8% | +25.1% |
| All | +28.1% | -12.5% | +40.6% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling