+57.5%
CHRW vs ALC
-9.1%
+66.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.6% |
| 7D | +7.3% | -1.1% | +8.4% | +7.5% |
| 30D | -3.6% | +16.0% | -19.6% | -6.9% |
| 3M | -9.6% | +0.8% | -10.4% | -10.0% |
| 6M | -17.0% | +16.8% | -33.8% | -20.2% |
| YTD | -15.4% | -5.5% | -9.9% | -15.0% |
| 1Y | -10.0% | -5.3% | -4.7% | -9.6% |
| 3Y | +82.2% | +4.1% | +78.1% | +75.6% |
| All | +57.5% | -9.1% | +66.6% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling