+156.3%
ACN vs CHRW
+131.6%
+24.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -3.1% |
| 7D | -2.5% | +0.2% | -2.7% | -2.7% |
| 30D | +22.6% | -9.4% | +32.0% | +25.2% |
| 3M | +45.9% | -13.3% | +59.2% | +50.4% |
| 6M | +43.8% | -24.2% | +68.0% | +51.9% |
| YTD | -2.5% | -18.9% | +16.4% | +0.2% |
| 1Y | +6.5% | -12.4% | +18.9% | +7.0% |
| 3Y | -14.2% | +72.2% | -86.4% | -32.7% |
| 5Y | -24.4% | +53.4% | -77.8% | -39.6% |
| 10Y | +156.3% | +127.0% | +29.4% | +67.6% |
| All | +156.3% | +131.6% | +24.7% | +67.6% |
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