+155.6%
CCL vs CHRW
+68.5%
+87.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.2% | +3.4% |
| 7D | +3.1% | +0.2% | +2.8% | +3.0% |
| 30D | +17.5% | -9.4% | +26.9% | +20.1% |
| 3M | +6.8% | -13.3% | +20.1% | +10.0% |
| 6M | +18.7% | -24.2% | +42.9% | +25.1% |
| YTD | +3.0% | -18.9% | +21.9% | +6.0% |
| 1Y | +17.7% | -12.4% | +30.1% | +18.6% |
| 3Y | +155.6% | +72.2% | +83.4% | +107.8% |
| All | +155.6% | +68.5% | +87.1% | +107.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling