+104.9%
CB vs CHRW
+60.9%
+43.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | +0.1% |
| 7D | -1.0% | -0.1% | -1.0% | -1.0% |
| 30D | +7.3% | -4.3% | +11.6% | +7.6% |
| 3M | +7.0% | -7.4% | +14.4% | +7.4% |
| 6M | +16.3% | -20.7% | +37.0% | +17.7% |
| YTD | +19.7% | -15.9% | +35.6% | +19.9% |
| 1Y | +27.8% | -9.9% | +37.7% | +27.2% |
| 3Y | +72.0% | +79.0% | -7.0% | +56.8% |
| 5Y | +104.9% | +61.3% | +43.5% | +84.3% |
| All | +104.9% | +60.9% | +43.9% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling