-1.8%
CARR vs CHRW
-10.6%
+8.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.7% | +4.9% | -5.6% | -1.5% |
| 30D | +0.3% | -4.8% | +5.1% | +1.0% |
| 3M | -14.9% | -13.1% | -1.8% | -13.2% |
| 6M | -14.9% | -16.3% | +1.5% | -13.8% |
| YTD | +7.0% | -15.8% | +22.8% | -0.2% |
| 1Y | -1.8% | -11.1% | +9.4% | -11.1% |
| All | -1.8% | -10.6% | +8.8% | -11.1% |
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