+96.6%
CHRW vs ALC
+24.0%
+72.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.6% |
| 7D | -1.4% | -2.1% | +0.7% | -0.9% |
| 30D | -3.5% | -0.1% | -3.4% | -3.5% |
| 3M | -19.4% | +5.9% | -25.3% | -20.7% |
| 6M | -21.4% | -15.9% | -5.4% | -18.5% |
| YTD | -7.1% | -10.1% | +3.0% | -5.4% |
| 1Y | +17.8% | -10.2% | +28.0% | +19.9% |
| 3Y | +78.8% | -13.6% | +92.3% | +81.0% |
| 5Y | +83.5% | -15.1% | +98.7% | +83.2% |
| All | +96.6% | +24.0% | +72.6% | +77.0% |
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