+895.8%
CCI vs CHRW
+4,138.8%
-3,243.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -2.9% | -2.2% |
| 7D | -0.4% | -1.4% | +1.0% | 0.0% |
| 30D | +2.7% | -3.5% | +6.2% | +3.7% |
| 3M | -18.2% | -19.4% | +1.2% | -13.6% |
| 6M | -14.8% | -21.4% | +6.6% | -9.9% |
| YTD | -12.6% | -7.1% | -5.5% | -13.2% |
| 1Y | -16.7% | +17.8% | -34.6% | -24.3% |
| 3Y | -10.5% | +78.8% | -89.3% | -31.6% |
| 5Y | -51.4% | +83.5% | -134.9% | -64.2% |
| 10Y | +20.0% | +160.2% | -140.2% | -25.9% |
| All | +895.8% | +4,138.8% | -3,243.0% | +91.9% |
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