-9.9%
CHRW vs ALB
-5.3%
-4.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.6% |
| 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% | -4.1% |
| 6M | -20.7% | -54.0% | +33.3% | -10.4% |
| YTD | -15.9% | -31.6% | +15.7% | -13.0% |
| 1Y | -9.9% | -6.6% | -3.3% | -11.0% |
| All | -9.9% | -5.3% | -4.6% | -11.0% |
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