+543.0%
XYZ vs CHRW
+142.6%
+400.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -2.6% |
| 7D | +9.2% | +0.7% | +8.5% | +8.9% |
| 30D | +9.8% | -5.0% | +14.8% | +11.4% |
| 3M | -0.2% | -16.1% | +15.9% | +5.4% |
| 6M | +18.0% | -22.6% | +40.6% | +25.9% |
| YTD | +29.1% | -19.3% | +48.4% | +34.0% |
| 1Y | +14.1% | -14.9% | +29.0% | +15.7% |
| 3Y | +72.6% | +68.0% | +4.6% | +21.3% |
| 5Y | -64.6% | +53.2% | -117.8% | -73.5% |
| 10Y | +590.0% | +134.8% | +455.2% | +368.6% |
| All | +543.0% | +142.6% | +400.4% | +332.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling