+748.4%
ASX vs CHRW
+127.5%
+620.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.3% | +8.7% | +7.0% |
| 7D | -19.9% | +0.6% | -20.5% | -19.9% |
| 30D | -30.9% | -7.3% | -23.6% | -29.7% |
| 3M | -15.1% | -14.2% | -0.9% | -12.3% |
| 6M | -6.5% | -25.1% | +18.6% | -0.9% |
| YTD | +98.4% | -21.2% | +119.6% | +103.8% |
| 1Y | +107.9% | -14.2% | +122.0% | +107.7% |
| 3Y | +325.3% | +63.5% | +261.8% | +225.9% |
| 5Y | +447.3% | +49.6% | +397.7% | +328.4% |
| All | +748.4% | +127.5% | +620.9% | +537.6% |
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