+421.5%
CARR vs CHRW
+173.4%
+248.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | -3.8% | +3.5% | -7.2% | -4.6% |
| 30D | -8.9% | +4.6% | -13.5% | -10.1% |
| 3M | -17.3% | -19.7% | +2.4% | -13.1% |
| 6M | -1.4% | -12.4% | +11.0% | +0.7% |
| YTD | +10.0% | -3.9% | +13.9% | +8.7% |
| 1Y | -6.4% | +18.4% | -24.7% | -13.4% |
| 3Y | +1.5% | +88.8% | -87.3% | -20.5% |
| 5Y | +9.3% | +93.5% | -84.2% | -16.3% |
| All | +421.5% | +173.4% | +248.1% | +279.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling