+887.2%
ASX vs CHRW
+126.6%
+760.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | -9.1% | -3.4% | -5.8% | -8.1% |
| 30D | -23.6% | -9.4% | -14.2% | -21.8% |
| 3M | -5.6% | -12.6% | +7.0% | -2.9% |
| 6M | +4.7% | -24.2% | +28.8% | +10.7% |
| YTD | +122.6% | -18.9% | +141.5% | +127.0% |
| 1Y | +133.0% | -13.7% | +146.7% | +132.8% |
| 3Y | +367.1% | +72.6% | +294.5% | +251.5% |
| 5Y | +504.7% | +55.6% | +449.2% | +367.5% |
| 10Y | +887.2% | +122.7% | +764.5% | +598.5% |
| All | +887.2% | +126.6% | +760.6% | +598.5% |
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