+639.7%
CEG vs CHRW
+53.9%
+585.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.2% |
| 7D | +6.7% | +1.9% | +4.7% | +6.4% |
| 30D | +11.0% | +0.9% | +10.0% | +10.8% |
| 3M | +19.5% | -19.9% | +39.4% | +22.1% |
| 6M | -5.9% | -15.8% | +9.9% | -4.6% |
| YTD | -15.0% | -5.6% | -9.4% | -15.5% |
| 1Y | +0.6% | +21.0% | -20.4% | -3.6% |
| 3Y | +180.6% | +86.0% | +94.6% | +144.2% |
| All | +639.7% | +53.9% | +585.7% | +552.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling