-28.5%
CCL vs CHRW
+131.6%
-160.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.2% | +2.9% |
| 7D | +3.1% | +0.2% | +2.8% | +2.9% |
| 30D | +17.5% | -9.4% | +26.9% | +21.9% |
| 3M | +6.8% | -13.3% | +20.1% | +12.1% |
| 6M | +18.7% | -24.2% | +42.9% | +29.6% |
| YTD | +3.0% | -18.9% | +21.9% | +7.3% |
| 1Y | +17.7% | -12.4% | +30.1% | +18.2% |
| 3Y | +155.6% | +72.2% | +83.4% | +72.2% |
| 5Y | +30.2% | +53.4% | -23.2% | -7.6% |
| 10Y | -28.5% | +127.0% | -155.4% | -58.2% |
| All | -28.5% | +131.6% | -160.1% | -58.2% |
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 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