+99.9%
CHRW vs ALC
+21.6%
+78.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.6% | +2.1% |
| 7D | +1.9% | -3.7% | +5.6% | +2.8% |
| 30D | +0.9% | -3.7% | +4.7% | +1.7% |
| 3M | -19.9% | +4.6% | -24.4% | -20.9% |
| 6M | -15.8% | -14.6% | -1.2% | -13.1% |
| YTD | -5.6% | -11.9% | +6.3% | -3.4% |
| 1Y | +21.0% | -13.1% | +34.2% | +24.2% |
| 3Y | +86.0% | -15.0% | +101.0% | +89.0% |
| 5Y | +88.6% | -16.2% | +104.8% | +88.8% |
| All | +99.9% | +21.6% | +78.3% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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