+4.3%
ACN vs CHRW
-9.5%
+13.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.5% |
| 7D | -5.7% | +4.7% | -10.5% | -6.5% |
| 30D | +17.0% | -2.6% | +19.6% | +17.1% |
| 3M | +39.9% | -8.0% | +47.9% | +41.5% |
| 6M | +50.2% | -19.0% | +69.2% | +51.5% |
| YTD | -4.2% | -15.5% | +11.3% | 0.0% |
| 1Y | +4.3% | -10.8% | +15.1% | +7.7% |
| All | +4.3% | -9.5% | +13.8% | +7.7% |
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