+223.5%
C vs CHRW
+127.5%
+96.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.2% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | -6.0% | -7.3% | +1.3% | -4.1% |
| 3M | -10.5% | -14.2% | +3.6% | -7.0% |
| 6M | -5.7% | -25.1% | +19.4% | +0.7% |
| YTD | +4.1% | -21.2% | +25.3% | +8.2% |
| 1Y | +20.5% | -14.2% | +34.6% | +21.3% |
| 3Y | +208.1% | +63.5% | +144.6% | +132.4% |
| 5Y | +110.4% | +49.6% | +60.8% | +59.1% |
| All | +223.5% | +127.5% | +96.0% | +84.4% |
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