+66.0%
CCI vs CHRW
+123.5%
-57.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +3.2% | -3.4% | +6.6% | +3.8% |
| 30D | +12.2% | -9.4% | +21.6% | +13.7% |
| 3M | +23.1% | -12.6% | +35.8% | +25.2% |
| 6M | +1.3% | -24.2% | +25.4% | +4.8% |
| YTD | +4.5% | -18.9% | +23.3% | +5.7% |
| 1Y | +2.3% | -13.7% | +16.0% | +2.2% |
| 3Y | +9.8% | +72.6% | -62.8% | -8.4% |
| 5Y | -36.5% | +55.6% | -92.1% | -46.6% |
| All | +66.0% | +123.5% | -57.5% | +20.7% |
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