+21.7%
CCI vs CHRW
+178.8%
-157.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.1% |
| 7D | -0.3% | +4.1% | -4.3% | -0.9% |
| 30D | +2.1% | +1.9% | +0.2% | +1.8% |
| 3M | -17.8% | -21.2% | +3.3% | -14.9% |
| 6M | -14.2% | -16.7% | +2.5% | -12.3% |
| YTD | -13.3% | -5.4% | -8.0% | -14.1% |
| 1Y | -16.6% | +21.2% | -37.8% | -21.7% |
| 3Y | -10.8% | +86.5% | -97.3% | -25.6% |
| 5Y | -50.3% | +93.0% | -143.4% | -59.7% |
| All | +21.7% | +178.8% | -157.1% | -13.3% |
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 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