+19.6%
CCI vs CHRW
+182.4%
-162.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.1% | -2.0% |
| 7D | -4.4% | +4.4% | -8.7% | -5.1% |
| 30D | +0.3% | +5.5% | -5.2% | -0.6% |
| 3M | -20.0% | -17.3% | -2.7% | -17.8% |
| 6M | -14.5% | -12.7% | -1.9% | -13.4% |
| YTD | -14.9% | -4.1% | -10.7% | -15.8% |
| 1Y | -17.7% | +21.2% | -38.9% | -22.7% |
| 3Y | -12.4% | +88.9% | -101.3% | -27.1% |
| 5Y | -50.1% | +93.1% | -143.2% | -59.5% |
| All | +19.6% | +182.4% | -162.9% | -15.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling