-26.9%
CCL vs CHRW
+21.7%
-48.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -4.4% | +4.1% | -8.4% | -5.3% |
| 30D | -18.2% | +1.9% | -20.1% | -18.6% |
| 3M | -17.7% | -21.2% | +3.4% | -13.6% |
| 6M | -13.0% | -16.7% | +3.7% | -10.8% |
| YTD | -24.5% | -5.4% | -19.1% | -25.0% |
| 1Y | -26.9% | +21.2% | -48.1% | -32.2% |
| All | -26.9% | +21.7% | -48.6% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling