+129.9%
CHRW vs ALB
+32.4%
+97.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +0.3% |
| 7D | +7.3% | -5.8% | +13.0% | +8.3% |
| 30D | -3.6% | -4.5% | +1.0% | -2.9% |
| 3M | -9.6% | -28.1% | +18.5% | -5.1% |
| 6M | -17.0% | -53.2% | +36.2% | -7.1% |
| YTD | -15.4% | -33.3% | +17.9% | -11.4% |
| 1Y | -10.0% | -17.4% | +7.4% | -9.0% |
| 3Y | +82.2% | -14.1% | +96.3% | +73.0% |
| 5Y | +59.4% | -64.0% | +123.4% | +70.6% |
| All | +129.9% | +32.4% | +97.6% | +68.6% |
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