+289.9%
CAH vs CHRW
+182.4%
+107.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.0% |
| 7D | -5.1% | +4.4% | -9.4% | -6.1% |
| 30D | -1.8% | +5.5% | -7.3% | -3.2% |
| 3M | +9.4% | -17.3% | +26.6% | +13.6% |
| 6M | +9.2% | -12.7% | +21.9% | +11.2% |
| YTD | +15.7% | -4.1% | +19.8% | +14.0% |
| 1Y | +59.7% | +21.2% | +38.5% | +47.2% |
| 3Y | +178.5% | +88.9% | +89.6% | +119.8% |
| 5Y | +398.3% | +93.1% | +305.2% | +270.6% |
| All | +289.9% | +182.4% | +107.4% | +139.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling