-3.3%
C vs CHRW
+3,527.3%
-3,530.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.5% |
| 7D | -2.4% | +0.6% | -3.0% | -2.7% |
| 30D | -6.0% | -7.3% | +1.3% | -3.5% |
| 3M | -10.5% | -14.2% | +3.6% | -5.9% |
| 6M | -5.7% | -25.1% | +19.4% | +2.9% |
| YTD | +4.1% | -21.2% | +25.3% | +9.7% |
| 1Y | +20.5% | -14.2% | +34.6% | +22.2% |
| 3Y | +208.1% | +63.5% | +144.6% | +122.5% |
| 5Y | +110.4% | +49.6% | +60.8% | +52.9% |
| 10Y | +234.6% | +129.4% | +105.2% | +91.8% |
| All | -3.3% | +3,527.3% | -3,530.6% | -76.5% |
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