+122.7%
CHRW vs ALK
-39.7%
+162.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -3.4% | +12.9% | -16.3% | -5.4% |
| 30D | -9.4% | +5.5% | -14.9% | -10.3% |
| 3M | -12.6% | -12.1% | -0.5% | -11.1% |
| 6M | -24.2% | +1.7% | -25.9% | -25.4% |
| YTD | -18.9% | -17.4% | -1.4% | -17.8% |
| 1Y | -13.7% | -1.9% | -11.7% | -15.1% |
| 3Y | +72.6% | +21.2% | +51.3% | +58.6% |
| 5Y | +55.6% | -27.8% | +83.4% | +53.3% |
| 10Y | +122.7% | -41.0% | +163.8% | +129.4% |
| All | +122.7% | -39.7% | +162.5% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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