+403.2%
CAH vs CHRW
+89.2%
+314.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -2.9% |
| 7D | +0.5% | +1.9% | -1.5% | +0.2% |
| 30D | +1.7% | +0.9% | +0.8% | +1.5% |
| 3M | +17.9% | -19.9% | +37.7% | +21.0% |
| 6M | +10.9% | -15.8% | +26.7% | +12.7% |
| YTD | +17.9% | -5.6% | +23.4% | +17.3% |
| 1Y | +61.7% | +21.0% | +40.7% | +54.9% |
| 3Y | +183.7% | +86.0% | +97.7% | +156.8% |
| All | +403.2% | +89.2% | +314.0% | +351.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling