-29.4%
CCL vs CHRW
+126.6%
-156.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +5.8% | -3.4% | +9.2% | +7.4% |
| 30D | +17.3% | -9.4% | +26.6% | +21.6% |
| 3M | +11.3% | -12.6% | +24.0% | +16.4% |
| 6M | +18.5% | -24.2% | +42.6% | +29.3% |
| YTD | +2.8% | -18.9% | +21.7% | +7.1% |
| 1Y | +16.7% | -13.7% | +30.4% | +18.0% |
| 3Y | +146.0% | +72.6% | +73.4% | +65.5% |
| 5Y | +33.6% | +55.6% | -21.9% | -5.9% |
| 10Y | -29.4% | +122.7% | -152.2% | -58.2% |
| All | -29.4% | +126.6% | -156.0% | -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