-13.7%
CHRW vs ABCL
+199.8%
-213.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -16.6% |
| 6M | -24.2% | +138.5% | -162.7% | -29.7% |
| YTD | -18.9% | +265.5% | -284.4% | -30.6% |
| All | -13.7% | +199.8% | -213.4% | -25.2% |
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