+50.8%
CDE vs CHRW
+16.7%
+34.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | +0.5% | -1.8% | +2.3% | +0.8% |
| 30D | +21.9% | -3.9% | +25.7% | +22.6% |
| 3M | +14.9% | -19.7% | +34.7% | +18.1% |
| 6M | -10.5% | -21.7% | +11.2% | -7.8% |
| YTD | +19.3% | -7.5% | +26.8% | +23.7% |
| 1Y | +50.8% | +17.3% | +33.5% | +71.4% |
| All | +50.8% | +16.7% | +34.1% | +71.4% |
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