-10.0%
CHRW vs ABCL
+198.4%
-208.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.3% |
| 6M | -17.0% | +140.9% | -157.9% | -23.6% |
| YTD | -15.4% | +236.0% | -251.4% | -27.6% |
| 1Y | -10.0% | +217.4% | -227.4% | -22.6% |
| All | -10.0% | +198.4% | -208.4% | -22.6% |
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