+186.7%
B vs CHRW
+127.5%
+59.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +0.7% |
| 7D | +9.6% | +0.6% | +9.0% | +9.5% |
| 30D | +3.5% | -7.3% | +10.8% | +4.0% |
| 3M | -1.6% | -14.2% | +12.6% | -0.6% |
| 6M | -1.7% | -25.1% | +23.4% | +0.1% |
| YTD | -5.3% | -21.2% | +15.8% | -4.2% |
| 1Y | +27.2% | -14.2% | +41.4% | +27.9% |
| 3Y | +166.1% | +63.5% | +102.6% | +151.8% |
| 5Y | +136.5% | +49.6% | +86.9% | +125.6% |
| All | +186.7% | +127.5% | +59.2% | +223.8% |
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