+842.6%
ASX vs CHRW
+131.6%
+711.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.9% | +5.7% | +7.9% |
| 7D | -12.3% | +0.2% | -12.5% | -12.1% |
| 30D | -26.0% | -9.4% | -16.6% | -24.2% |
| 3M | -8.1% | -13.3% | +5.2% | -5.3% |
| 6M | +1.4% | -24.2% | +25.5% | +7.2% |
| YTD | +115.6% | -18.9% | +134.4% | +119.8% |
| 1Y | +128.0% | -12.4% | +140.4% | +126.8% |
| 3Y | +371.4% | +72.2% | +299.2% | +255.2% |
| 5Y | +469.4% | +53.4% | +416.0% | +342.9% |
| 10Y | +842.6% | +127.0% | +715.7% | +581.7% |
| All | +842.6% | +131.6% | +711.0% | +581.7% |
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 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