+200.5%
B vs CHRW
+131.6%
+68.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +4.0% |
| 7D | +11.3% | +0.2% | +11.1% | +11.3% |
| 30D | +2.9% | -9.4% | +12.3% | +3.6% |
| 3M | -2.9% | -13.3% | +10.4% | -2.0% |
| 6M | -1.2% | -24.2% | +23.0% | +0.5% |
| YTD | -1.3% | -18.9% | +17.5% | -0.4% |
| 1Y | +30.4% | -12.4% | +42.8% | +30.9% |
| 3Y | +195.3% | +72.2% | +123.0% | +178.2% |
| 5Y | +146.2% | +53.4% | +92.8% | +134.4% |
| 10Y | +200.5% | +127.0% | +73.5% | +226.4% |
| All | +200.5% | +131.6% | +68.9% | +226.4% |
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