+5.6%
CDE vs CHRW
-10.6%
+16.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.2% | +8.5% | +8.7% |
| 7D | +1.1% | +4.9% | -3.8% | +0.1% |
| 30D | -14.5% | -4.8% | -9.7% | -13.9% |
| 3M | -10.1% | -13.1% | +3.1% | -7.5% |
| 6M | -16.9% | -16.3% | -0.5% | -16.1% |
| YTD | -18.1% | -15.8% | -2.3% | -20.2% |
| 1Y | +5.6% | -11.1% | +16.8% | -0.5% |
| All | +5.6% | -10.6% | +16.2% | -0.5% |
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