-62.2%
XYZ vs CHRW
+60.9%
-123.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -1.2% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | +11.6% | -4.3% | +15.9% | +12.9% |
| 3M | +8.4% | -7.4% | +15.8% | +10.1% |
| 6M | +17.2% | -20.7% | +37.9% | +23.5% |
| YTD | +31.7% | -15.9% | +47.6% | +33.7% |
| 1Y | +30.1% | -9.9% | +39.9% | +27.9% |
| 3Y | +66.4% | +79.0% | -12.5% | +4.9% |
| 5Y | -62.2% | +61.3% | -123.5% | -72.5% |
| All | -62.2% | +60.9% | -123.1% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling