+57.6%
CHRW vs ABCL
-79.5%
+137.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | +2.7% |
| 7D | +0.2% | +12.4% | -12.2% | -0.2% |
| 30D | -9.4% | -0.4% | -9.0% | -9.5% |
| 3M | -13.3% | +80.4% | -93.6% | -15.6% |
| 6M | -24.2% | +138.5% | -162.7% | -27.4% |
| YTD | -18.9% | +265.5% | -284.4% | -24.0% |
| 1Y | -12.4% | +219.7% | -232.1% | -17.5% |
| 3Y | +72.2% | +209.4% | -137.2% | +58.9% |
| 5Y | +53.4% | -15.0% | +68.4% | +44.1% |
| All | +57.6% | -79.5% | +137.1% | +54.1% |
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