+3,607.0%
CHRW vs ALB
+1,145.8%
+2,461.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.5% |
| 7D | +0.6% | +9.1% | -8.5% | -1.6% |
| 30D | -7.3% | -3.4% | -3.9% | -6.6% |
| 3M | -14.2% | -20.6% | +6.4% | -10.0% |
| 6M | -25.1% | -48.2% | +23.1% | -13.7% |
| YTD | -21.2% | -29.2% | +8.1% | -16.9% |
| 1Y | -14.2% | +10.0% | -24.2% | -19.0% |
| 3Y | +63.5% | -12.9% | +76.4% | +49.9% |
| 5Y | +49.6% | -61.3% | +110.9% | +59.6% |
| 10Y | +129.4% | +35.8% | +93.6% | +51.8% |
| All | +3,607.0% | +1,145.8% | +2,461.2% | +1,186.7% |
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