+2,793.8%
ASX vs CHRW
+1,402.4%
+1,391.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.1% | -16.6% | -19.4% |
| 7D | -33.3% | +0.7% | -34.0% | -33.2% |
| 30D | -36.5% | -5.0% | -31.5% | -35.6% |
| 3M | -19.2% | -16.1% | -3.1% | -15.2% |
| 6M | -10.2% | -22.6% | +12.4% | -4.6% |
| YTD | +86.5% | -19.3% | +105.7% | +92.2% |
| 1Y | +89.6% | -14.9% | +104.6% | +91.8% |
| 3Y | +298.6% | +68.0% | +230.6% | +201.6% |
| 5Y | +414.3% | +53.2% | +361.1% | +296.7% |
| 10Y | +711.1% | +134.8% | +576.3% | +415.8% |
| All | +2,793.8% | +1,402.4% | +1,391.4% | +911.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling