+218.9%
CB vs CHRW
+163.9%
+55.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.1% |
| 7D | +0.5% | -1.4% | +1.9% | +0.7% |
| 30D | -3.1% | -3.5% | +0.4% | -2.6% |
| 3M | +9.0% | -19.4% | +28.3% | +12.2% |
| 6M | +2.9% | -21.4% | +24.2% | +6.1% |
| YTD | +10.1% | -7.1% | +17.2% | +9.4% |
| 1Y | +22.8% | +17.8% | +5.0% | +15.8% |
| 3Y | +73.8% | +78.8% | -5.0% | +46.4% |
| 5Y | +99.2% | +83.5% | +15.6% | +61.4% |
| All | +218.9% | +163.9% | +55.0% | +129.8% |
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