+17.3%
CHRW vs ABCL
+186.8%
-169.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +0.7% |
| 7D | -1.8% | +0.7% | -2.5% | -1.9% |
| 30D | -3.9% | +93.1% | -97.0% | -6.7% |
| 3M | -19.7% | +79.4% | -99.2% | -22.0% |
| 6M | -21.7% | +214.9% | -236.6% | -27.1% |
| YTD | -7.5% | +234.2% | -241.7% | -14.7% |
| 1Y | +17.3% | +174.8% | -157.4% | +6.6% |
| All | +17.3% | +186.8% | -169.5% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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