+173.9%
CHRW vs ALB
+85.3%
+88.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.3% |
| 7D | +1.9% | -4.4% | +6.3% | +2.6% |
| 30D | +0.9% | -1.2% | +2.1% | +0.9% |
| 3M | -19.9% | -13.3% | -6.6% | -18.4% |
| 6M | -15.8% | -19.8% | +4.0% | -13.6% |
| YTD | -5.6% | -7.9% | +2.3% | -5.8% |
| 1Y | +21.0% | +60.2% | -39.1% | +9.3% |
| 3Y | +86.0% | -26.4% | +112.5% | +82.3% |
| 5Y | +88.6% | -42.5% | +131.2% | +86.8% |
| All | +173.9% | +85.3% | +88.5% | +95.2% |
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