+1.4%
CCL vs CHRW
+83.1%
-81.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -5.0% | -1.4% | -3.6% | -4.6% |
| 30D | -20.3% | -3.5% | -16.9% | -19.4% |
| 3M | -15.1% | -19.4% | +4.3% | -9.6% |
| 6M | -15.1% | -21.4% | +6.3% | -9.1% |
| YTD | -21.8% | -7.1% | -14.6% | -22.1% |
| 1Y | -24.8% | +17.8% | -42.6% | -32.4% |
| 3Y | +51.9% | +78.8% | -26.9% | +11.1% |
| All | +1.4% | +83.1% | -81.7% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling