-63.9%
XYZ vs CHRW
+49.0%
-112.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.6% |
| 7D | +12.1% | +0.6% | +11.6% | +11.9% |
| 30D | +12.4% | -7.3% | +19.7% | +14.9% |
| 3M | +8.2% | -14.2% | +22.4% | +12.9% |
| 6M | +20.7% | -25.1% | +45.8% | +29.8% |
| YTD | +31.3% | -21.2% | +52.5% | +36.5% |
| 1Y | +20.5% | -14.2% | +34.7% | +20.4% |
| 3Y | +72.6% | +63.5% | +9.1% | +13.4% |
| All | -63.9% | +49.0% | -112.9% | -73.5% |
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