+190.2%
B vs CHRW
+163.9%
+26.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.3% |
| 7D | -1.6% | -1.4% | -0.2% | -1.5% |
| 30D | +9.4% | -3.5% | +12.9% | +9.7% |
| 3M | +5.0% | -19.4% | +24.4% | +6.6% |
| 6M | -3.5% | -21.4% | +17.8% | -1.9% |
| YTD | +4.5% | -7.1% | +11.6% | +4.5% |
| 1Y | +67.8% | +17.8% | +50.0% | +64.7% |
| 3Y | +196.7% | +78.8% | +117.9% | +179.1% |
| 5Y | +151.9% | +83.5% | +68.4% | +136.8% |
| All | +190.2% | +163.9% | +26.3% | +178.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling