+154.8%
ASX vs CHRW
-9.9%
+164.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.7% | +2.9% | +6.3% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | -20.4% | -4.3% | -16.1% | -20.5% |
| 3M | -2.1% | -7.4% | +5.3% | -2.2% |
| 6M | +8.2% | -20.7% | +28.9% | +10.3% |
| YTD | +137.3% | -15.9% | +153.1% | +127.5% |
| All | +154.8% | -9.9% | +164.8% | +139.9% |
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 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