+170.5%
B vs CHRW
+3,527.3%
-3,356.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +0.8% |
| 7D | +9.6% | +0.6% | +9.0% | +9.5% |
| 30D | +3.5% | -7.3% | +10.8% | +4.2% |
| 3M | -1.6% | -14.2% | +12.6% | -0.3% |
| 6M | -1.7% | -25.1% | +23.4% | +0.6% |
| YTD | -5.3% | -21.2% | +15.8% | -4.0% |
| 1Y | +27.2% | -14.2% | +41.4% | +28.0% |
| 3Y | +166.1% | +63.5% | +102.6% | +147.5% |
| 5Y | +136.5% | +49.6% | +86.9% | +120.6% |
| 10Y | +172.2% | +129.4% | +42.8% | +138.6% |
| All | +170.5% | +3,527.3% | -3,356.8% | +92.5% |
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