+128.5%
CHRW vs ALB
+35.3%
+93.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.5% |
| 7D | -0.1% | +1.1% | -1.1% | -0.3% |
| 30D | -4.3% | -2.6% | -1.7% | -4.0% |
| 3M | -7.4% | -25.6% | +18.1% | -3.4% |
| 6M | -20.7% | -54.0% | +33.3% | -11.0% |
| YTD | -15.9% | -31.6% | +15.7% | -12.2% |
| 1Y | -9.9% | -6.6% | -3.3% | -10.7% |
| 3Y | +79.0% | -14.0% | +93.0% | +70.0% |
| 5Y | +61.3% | -62.5% | +123.9% | +71.5% |
| 10Y | +128.5% | +36.3% | +92.2% | +70.5% |
| All | +128.5% | +35.3% | +93.2% | +70.5% |
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