+56.1%
CCL vs CHRW
+81.1%
-24.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | -5.0% | -1.4% | -3.6% | -4.7% |
| 30D | -20.3% | -3.5% | -16.9% | -19.6% |
| 3M | -15.1% | -19.4% | +4.3% | -11.0% |
| 6M | -15.1% | -21.4% | +6.3% | -10.7% |
| YTD | -21.8% | -7.1% | -14.6% | -21.8% |
| 1Y | -24.8% | +17.8% | -42.6% | -30.0% |
| All | +56.1% | +81.1% | -24.9% | +28.2% |
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 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