+243.0%
CB vs CHRW
+131.6%
+111.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -0.9% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | +6.5% | -9.4% | +15.9% | +8.0% |
| 3M | +4.1% | -13.3% | +17.3% | +6.0% |
| 6M | +14.4% | -24.2% | +38.6% | +18.4% |
| YTD | +17.5% | -18.9% | +36.4% | +18.9% |
| 1Y | +27.5% | -12.4% | +39.9% | +27.0% |
| 3Y | +71.6% | +72.2% | -0.6% | +43.4% |
| 5Y | +100.6% | +53.4% | +47.2% | +67.9% |
| 10Y | +243.0% | +127.0% | +116.0% | +142.5% |
| All | +243.0% | +131.6% | +111.4% | +142.5% |
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