+151.8%
ACN vs CHRW
+128.5%
+23.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.6% |
| 7D | -5.7% | +4.7% | -10.5% | -6.9% |
| 30D | +17.0% | -2.6% | +19.6% | +17.2% |
| 3M | +39.9% | -8.0% | +47.9% | +41.9% |
| 6M | +50.2% | -19.0% | +69.2% | +55.8% |
| YTD | -4.2% | -15.5% | +11.3% | -2.6% |
| 1Y | +4.3% | -10.8% | +15.1% | +4.3% |
| 3Y | -17.1% | +79.8% | -96.9% | -35.8% |
| 5Y | -26.5% | +59.3% | -85.8% | -41.8% |
| All | +151.8% | +128.5% | +23.3% | +69.2% |
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