+286.5%
C vs CHRW
+168.2%
+118.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.3% |
| 7D | +3.2% | +1.9% | +1.2% | +2.5% |
| 30D | +1.3% | +0.9% | +0.4% | +0.9% |
| 3M | +3.1% | -19.9% | +23.0% | +9.3% |
| 6M | +29.6% | -15.8% | +45.4% | +34.3% |
| YTD | +19.0% | -5.6% | +24.5% | +17.7% |
| 1Y | +45.6% | +21.0% | +24.6% | +30.4% |
| 3Y | +269.3% | +86.0% | +183.2% | +170.9% |
| 5Y | +131.6% | +88.6% | +42.9% | +62.1% |
| 10Y | +286.5% | +169.3% | +117.2% | +116.4% |
| All | +286.5% | +168.2% | +118.4% | +116.4% |
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