+1,842.5%
CAH vs CHRW
+3,789.5%
-1,947.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +58.0% |
| YTD | +36.6% | -15.5% | +52.1% | +38.4% |
| 1Y | +37.4% | -10.8% | +48.2% | +37.3% |
| 3Y | +178.8% | +79.8% | +99.0% | +129.4% |
| 5Y | +498.6% | +59.3% | +439.3% | +396.1% |
| 10Y | +413.1% | +129.6% | +283.5% | +282.4% |
| All | +1,842.5% | +3,789.5% | -1,947.0% | +673.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling