-41.7%
CCL vs CHRW
+170.5%
-212.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -4.4% | +4.1% | -8.4% | -6.1% |
| 30D | -18.2% | +1.9% | -20.1% | -19.0% |
| 3M | -17.7% | -21.2% | +3.4% | -10.2% |
| 6M | -13.0% | -16.7% | +3.7% | -8.0% |
| YTD | -24.5% | -5.4% | -19.1% | -25.5% |
| 1Y | -26.9% | +21.2% | -48.1% | -36.8% |
| 3Y | +50.8% | +86.5% | -35.7% | +0.4% |
| 5Y | -0.9% | +93.0% | -94.0% | -36.5% |
| 10Y | -41.7% | +174.5% | -216.2% | -67.7% |
| All | -41.7% | +170.5% | -212.2% | -67.7% |
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