+4,266.9%
CHRW vs ALB
+1,479.8%
+2,787.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.5% | +2.1% |
| 7D | -1.4% | -8.1% | +6.7% | +0.5% |
| 30D | -3.5% | +6.3% | -9.7% | -5.2% |
| 3M | -19.4% | -23.6% | +4.2% | -14.9% |
| 6M | -21.4% | -24.6% | +3.2% | -17.3% |
| YTD | -7.1% | -10.3% | +3.1% | -7.1% |
| 1Y | +17.8% | +61.5% | -43.6% | +0.4% |
| 3Y | +78.8% | -34.0% | +112.8% | +76.9% |
| 5Y | +83.5% | -44.6% | +128.1% | +79.0% |
| 10Y | +160.2% | +76.1% | +84.1% | +62.0% |
| All | +4,266.9% | +1,479.8% | +2,787.1% | +1,338.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling