+432.3%
ASX vs CHRW
+83.1%
+349.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -0.7% | -1.4% | +0.7% | -0.4% |
| 30D | +2.0% | -3.5% | +5.5% | +2.6% |
| 3M | -1.3% | -19.4% | +18.1% | +2.8% |
| 6M | +71.4% | -21.4% | +92.8% | +78.8% |
| YTD | +135.3% | -7.1% | +142.5% | +133.1% |
| 1Y | +267.5% | +17.8% | +249.7% | +239.7% |
| 3Y | +388.5% | +78.8% | +309.7% | +284.7% |
| All | +432.3% | +83.1% | +349.2% | +318.0% |
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