+781.5%
CDE vs CHRW
+87.9%
+693.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.5% | -3.3% |
| 7D | -6.1% | +4.4% | -10.4% | -6.5% |
| 30D | +9.5% | +5.5% | +4.0% | +8.7% |
| 3M | +32.0% | -17.3% | +49.2% | +34.4% |
| 6M | -12.8% | -12.7% | -0.1% | -12.0% |
| YTD | +14.2% | -4.1% | +18.3% | +15.1% |
| 1Y | +36.3% | +21.2% | +15.1% | +36.1% |
| All | +781.5% | +87.9% | +693.6% | +702.2% |
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