+71.8%
CHRW vs ALC
+30.3%
+41.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | -3.4% | +2.3% | -5.7% | -3.9% |
| 30D | -9.4% | +15.5% | -24.9% | -12.4% |
| 3M | -12.6% | +0.6% | -13.2% | -13.0% |
| 6M | -24.2% | +18.4% | -42.5% | -27.4% |
| YTD | -18.9% | -5.6% | -13.3% | -18.4% |
| 1Y | -13.7% | 0.0% | -13.7% | -14.4% |
| 3Y | +72.6% | +2.8% | +69.8% | +67.2% |
| 5Y | +55.6% | -8.8% | +64.3% | +52.5% |
| All | +71.8% | +30.3% | +41.5% | +52.6% |
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