+1,739.6%
CB vs CHRW
+4,173.0%
-2,433.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.2% |
| 7D | +0.5% | -1.4% | +1.9% | +0.9% |
| 30D | -3.1% | -3.5% | +0.4% | -2.3% |
| 3M | +9.0% | -19.4% | +28.3% | +14.2% |
| 6M | +2.9% | -21.4% | +24.2% | +7.9% |
| YTD | +10.1% | -7.1% | +17.2% | +9.4% |
| 1Y | +22.8% | +17.8% | +5.0% | +13.2% |
| 3Y | +73.8% | +78.8% | -5.0% | +37.6% |
| 5Y | +99.2% | +83.5% | +15.6% | +52.2% |
| 10Y | +218.2% | +160.2% | +58.0% | +111.1% |
| All | +1,739.6% | +4,173.0% | -2,433.4% | +417.2% |
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