+1,900.4%
CB vs CHRW
+3,771.3%
-1,870.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.6% |
| 7D | -1.0% | -0.1% | -1.0% | -1.1% |
| 30D | +7.3% | -4.3% | +11.6% | +8.2% |
| 3M | +7.0% | -7.4% | +14.4% | +8.4% |
| 6M | +16.3% | -20.7% | +37.0% | +21.5% |
| YTD | +19.7% | -15.9% | +35.6% | +21.3% |
| 1Y | +27.8% | -9.9% | +37.7% | +26.8% |
| 3Y | +72.0% | +79.0% | -7.0% | +35.0% |
| 5Y | +104.9% | +61.3% | +43.5% | +61.2% |
| 10Y | +246.7% | +128.5% | +118.2% | +136.9% |
| All | +1,900.4% | +3,771.3% | -1,870.9% | +473.3% |
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 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