+296.4%
CAH vs CHRW
+178.8%
+117.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.2% | +4.1% | -6.3% | -3.2% |
| 30D | +1.2% | +1.9% | -0.7% | +0.6% |
| 3M | +13.1% | -21.2% | +34.3% | +18.9% |
| 6M | +8.5% | -16.7% | +25.1% | +11.8% |
| YTD | +17.6% | -5.4% | +23.0% | +16.3% |
| 1Y | +60.7% | +21.2% | +39.5% | +48.0% |
| 3Y | +183.2% | +86.5% | +96.7% | +124.2% |
| 5Y | +402.2% | +93.0% | +309.2% | +272.6% |
| All | +296.4% | +178.8% | +117.6% | +144.0% |
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