+529.2%
ASX vs CHRW
+60.9%
+468.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.7% | +2.9% | +5.8% |
| 7D | +0.8% | -0.1% | +0.9% | +1.0% |
| 30D | -20.4% | -4.3% | -16.1% | -19.9% |
| 3M | -2.1% | -7.4% | +5.3% | -1.2% |
| 6M | +8.2% | -20.7% | +28.9% | +12.1% |
| YTD | +137.3% | -15.9% | +153.1% | +138.6% |
| 1Y | +155.0% | -9.9% | +164.9% | +151.6% |
| 3Y | +397.9% | +79.0% | +319.0% | +280.7% |
| 5Y | +529.2% | +61.3% | +467.9% | +421.8% |
| All | +529.2% | +60.9% | +468.3% | +421.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling