+436.5%
CARR vs CHRW
+168.6%
+267.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.4% |
| 7D | +3.2% | +1.9% | +1.3% | +2.7% |
| 30D | -7.7% | +0.9% | -8.6% | -8.0% |
| 3M | -11.9% | -19.9% | +8.0% | -7.4% |
| 6M | +2.0% | -15.8% | +17.8% | +5.3% |
| YTD | +13.2% | -5.6% | +18.7% | +12.4% |
| 1Y | -8.5% | +21.0% | -29.6% | -16.1% |
| 3Y | +5.0% | +86.0% | -81.1% | -17.5% |
| 5Y | +12.0% | +88.6% | -76.7% | -13.6% |
| All | +436.5% | +168.6% | +267.8% | +292.0% |
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