+62.4%
CAH vs CHRW
+21.9%
+40.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.2% | +4.1% | -6.3% | -3.1% |
| 30D | +1.2% | +1.9% | -0.7% | +0.7% |
| 3M | +13.1% | -21.2% | +34.3% | +18.8% |
| 6M | +8.5% | -16.7% | +25.1% | +11.7% |
| YTD | +17.6% | -5.4% | +23.0% | +10.5% |
| All | +62.4% | +21.9% | +40.6% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling