+222.7%
B vs CHRW
+131.8%
+91.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -1.9% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | -4.3% | -4.3% | 0.0% | -4.1% |
| 3M | -2.3% | -7.4% | +5.1% | -2.0% |
| 6M | -16.2% | -20.7% | +4.5% | -15.0% |
| YTD | -8.8% | -15.9% | +7.0% | -8.2% |
| 1Y | +11.4% | -9.9% | +21.2% | +11.5% |
| 3Y | +174.3% | +79.0% | +95.3% | +156.9% |
| 5Y | +116.2% | +61.3% | +54.8% | +104.4% |
| 10Y | +222.7% | +128.5% | +94.2% | +211.7% |
| All | +222.7% | +131.8% | +91.0% | +211.7% |
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 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