+7.0%
ACN vs CHRW
-12.5%
+19.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -2.8% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | +22.6% | -9.4% | +32.0% | +24.4% |
| 3M | +45.9% | -13.3% | +59.2% | +49.1% |
| 6M | +43.8% | -24.2% | +68.0% | +47.0% |
| YTD | -2.5% | -18.9% | +16.4% | +1.9% |
| All | +7.0% | -12.5% | +19.5% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling