-49.8%
CCI vs CHRW
+89.2%
-139.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | +0.2% | +1.9% | -1.8% | -0.1% |
| 30D | +0.5% | +0.9% | -0.4% | +0.4% |
| 3M | -16.3% | -19.9% | +3.6% | -14.3% |
| 6M | -13.9% | -15.8% | +1.8% | -12.7% |
| YTD | -12.4% | -5.6% | -6.9% | -13.1% |
| 1Y | -15.2% | +21.0% | -36.2% | -19.3% |
| 3Y | -9.9% | +86.0% | -95.9% | -22.4% |
| All | -49.8% | +89.2% | -139.0% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling