+218.3%
C vs CHRW
+131.8%
+86.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +0.4% |
| 7D | -0.4% | -0.1% | -0.4% | -0.4% |
| 30D | -5.3% | -4.3% | -1.0% | -4.4% |
| 3M | -8.0% | -7.4% | -0.6% | -6.7% |
| 6M | -0.3% | -20.7% | +20.4% | +4.7% |
| YTD | +8.6% | -15.9% | +24.5% | +10.6% |
| 1Y | +25.8% | -9.9% | +35.7% | +24.8% |
| 3Y | +221.2% | +79.0% | +142.2% | +135.0% |
| 5Y | +113.6% | +61.3% | +52.2% | +57.5% |
| 10Y | +218.3% | +128.5% | +89.8% | +88.3% |
| All | +218.3% | +131.8% | +86.5% | +88.3% |
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