+86.8%
CHRW vs ABCL
-41.3%
+128.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.0% |
| 3M | -19.4% | +79.4% | -98.8% | -22.3% |
| 6M | -21.4% | +214.9% | -236.2% | -26.9% |
| YTD | -7.1% | +234.2% | -241.3% | -14.3% |
| 1Y | +17.8% | +174.8% | -156.9% | +9.2% |
| 3Y | +78.8% | +104.5% | -25.7% | +64.6% |
| All | +86.8% | -41.3% | +128.1% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling