-13.7%
CHRW vs ALB
-5.3%
-8.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.6% |
| 7D | -3.4% | +5.3% | -8.6% | -4.2% |
| 30D | -9.4% | -6.3% | -3.1% | -8.6% |
| 3M | -12.6% | -27.4% | +14.8% | -9.2% |
| 6M | -24.2% | -53.1% | +28.9% | -14.7% |
| YTD | -18.9% | -32.3% | +13.5% | -16.0% |
| 1Y | -13.7% | -7.3% | -6.4% | -14.3% |
| All | -13.7% | -5.3% | -8.4% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling