+1,622.3%
CAH vs CHRW
+4,173.0%
-2,550.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | +5.4% | -1.4% | +6.8% | +5.7% |
| 30D | +3.3% | -3.5% | +6.8% | +4.0% |
| 3M | +22.8% | -19.4% | +42.2% | +28.0% |
| 6M | +11.3% | -21.4% | +32.6% | +16.1% |
| YTD | +21.1% | -7.1% | +28.3% | +20.8% |
| 1Y | +67.2% | +17.8% | +49.4% | +57.4% |
| 3Y | +195.6% | +78.8% | +116.9% | +145.1% |
| 5Y | +413.8% | +83.5% | +330.3% | +313.8% |
| 10Y | +309.6% | +160.2% | +149.3% | +198.4% |
| All | +1,622.3% | +4,173.0% | -2,550.7% | +575.0% |
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 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