+66.9%
CHRW vs ALC
+31.8%
+35.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.8% |
| 7D | +0.6% | +4.9% | -4.3% | -0.6% |
| 30D | -7.3% | +19.0% | -26.2% | -11.0% |
| 3M | -14.2% | +7.8% | -21.9% | -15.9% |
| 6M | -25.1% | +14.6% | -39.7% | -27.8% |
| YTD | -21.2% | -4.4% | -16.7% | -20.9% |
| 1Y | -14.2% | +1.4% | -15.6% | -15.2% |
| 3Y | +63.5% | +2.5% | +61.0% | +58.6% |
| 5Y | +49.6% | -10.9% | +60.5% | +47.5% |
| All | +66.9% | +31.8% | +35.1% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling