+406.1%
CAH vs CHRW
+128.5%
+277.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.1% |
| 7D | +3.9% | +4.7% | -0.9% | +2.7% |
| 30D | +16.0% | -2.6% | +18.6% | +16.4% |
| 3M | +19.1% | -8.0% | +27.1% | +20.5% |
| 6M | +53.0% | -19.0% | +72.0% | +57.9% |
| YTD | +36.6% | -15.5% | +52.1% | +37.9% |
| 1Y | +37.4% | -10.8% | +48.2% | +36.4% |
| 3Y | +178.8% | +79.8% | +99.0% | +120.6% |
| 5Y | +498.6% | +59.3% | +439.3% | +371.8% |
| All | +406.1% | +128.5% | +277.6% | +250.9% |
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