+392.6%
ASX vs CHRW
+78.9%
+313.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -0.7% | -1.4% | +0.7% | -0.6% |
| 30D | +2.0% | -3.5% | +5.5% | +2.3% |
| 3M | -1.3% | -19.4% | +18.1% | +1.1% |
| 6M | +71.4% | -21.4% | +92.8% | +75.6% |
| YTD | +135.3% | -7.1% | +142.5% | +134.4% |
| 1Y | +267.5% | +17.8% | +249.7% | +252.8% |
| All | +392.6% | +78.9% | +313.8% | +338.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling