+78.2%
CHRW vs ABCL
+104.5%
-26.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.1% |
| 7D | -1.4% | +0.7% | -2.1% | -1.4% |
| 30D | -3.5% | +93.1% | -96.5% | -6.4% |
| 3M | -19.4% | +79.4% | -98.8% | -21.8% |
| 6M | -21.4% | +214.9% | -236.2% | -26.1% |
| YTD | -7.1% | +234.2% | -241.3% | -13.3% |
| 1Y | +17.8% | +174.8% | -156.9% | +10.1% |
| All | +78.2% | +104.5% | -26.3% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling