+88.5%
ACN vs CHRW
+170.5%
-82.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -6.3% | +4.1% | -10.4% | -7.3% |
| 30D | -1.4% | +1.9% | -3.3% | -2.0% |
| 3M | +2.6% | -21.2% | +23.7% | +8.2% |
| 6M | -14.3% | -16.7% | +2.4% | -11.4% |
| YTD | -33.1% | -5.4% | -27.8% | -33.6% |
| 1Y | -28.8% | +21.2% | -50.0% | -34.7% |
| 3Y | -43.0% | +86.5% | -129.4% | -55.7% |
| 5Y | -44.0% | +93.0% | -137.0% | -58.1% |
| 10Y | +88.5% | +174.5% | -86.0% | +17.4% |
| All | +88.5% | +170.5% | -82.0% | +17.4% |
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