+1,697.2%
ACN vs CHRW
+1,559.4%
+137.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.6% |
| 7D | -1.5% | -1.4% | -0.1% | -1.1% |
| 30D | +9.4% | -3.5% | +12.8% | +10.3% |
| 3M | +5.6% | -19.4% | +25.0% | +11.4% |
| 6M | -9.3% | -21.4% | +12.1% | -4.0% |
| YTD | -29.0% | -7.1% | -21.8% | -29.0% |
| 1Y | -24.7% | +17.8% | -42.5% | -30.7% |
| 3Y | -39.8% | +78.8% | -118.6% | -53.3% |
| 5Y | -40.9% | +83.5% | -124.4% | -55.4% |
| 10Y | +91.1% | +160.2% | -69.1% | +24.3% |
| All | +1,697.2% | +1,559.4% | +137.8% | +446.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling