+64.3%
CHRW vs ABCL
-81.2%
+145.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | +7.3% | -3.3% | +10.6% | +7.4% |
| 30D | -3.6% | -7.1% | +3.5% | -3.5% |
| 3M | -9.6% | +4.7% | -14.3% | -10.0% |
| 6M | -17.0% | +140.9% | -157.9% | -20.6% |
| YTD | -15.4% | +236.0% | -251.4% | -20.5% |
| 1Y | -10.0% | +217.4% | -227.4% | -15.3% |
| 3Y | +82.2% | +188.7% | -106.5% | +68.4% |
| 5Y | +59.4% | -23.5% | +82.9% | +50.1% |
| All | +64.3% | -81.2% | +145.5% | +61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling