+246.7%
CB vs CHRW
+131.8%
+115.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.3% |
| 7D | -1.0% | -0.1% | -1.0% | -1.0% |
| 30D | +7.3% | -4.3% | +11.6% | +7.9% |
| 3M | +7.0% | -7.4% | +14.4% | +7.9% |
| 6M | +16.3% | -20.7% | +37.0% | +19.5% |
| YTD | +19.7% | -15.9% | +35.6% | +20.4% |
| 1Y | +27.8% | -9.9% | +37.7% | +26.7% |
| 3Y | +72.0% | +79.0% | -7.0% | +42.8% |
| 5Y | +104.9% | +61.3% | +43.5% | +69.6% |
| 10Y | +246.7% | +128.5% | +118.2% | +146.5% |
| All | +246.7% | +131.8% | +115.0% | +146.5% |
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