+127.0%
CHRW vs ALB
+38.2%
+88.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.1% | +2.9% |
| 7D | +0.2% | +9.5% | -9.2% | -1.3% |
| 30D | -9.4% | -2.1% | -7.2% | -9.1% |
| 3M | -13.3% | -24.1% | +10.9% | -9.7% |
| 6M | -24.2% | -51.0% | +26.9% | -15.7% |
| YTD | -18.9% | -29.3% | +10.5% | -15.7% |
| 1Y | -12.4% | +3.2% | -15.5% | -14.6% |
| 3Y | +72.2% | -9.3% | +81.6% | +62.2% |
| 5Y | +53.4% | -61.6% | +115.0% | +62.5% |
| 10Y | +127.0% | +40.8% | +86.2% | +69.2% |
| All | +127.0% | +38.2% | +88.7% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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