+129.9%
CHRW vs ALK
-45.9%
+175.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.3% |
| 7D | +7.3% | -1.2% | +8.5% | +7.4% |
| 30D | -3.6% | +7.7% | -11.3% | -4.9% |
| 3M | -9.6% | -19.0% | +9.4% | -6.8% |
| 6M | -17.0% | -0.2% | -16.8% | -18.2% |
| YTD | -15.4% | -23.5% | +8.1% | -13.3% |
| 1Y | -10.0% | -9.1% | -0.9% | -10.4% |
| 3Y | +82.2% | +12.0% | +70.1% | +69.5% |
| 5Y | +59.4% | -30.9% | +90.2% | +58.2% |
| All | +129.9% | -45.9% | +175.9% | +136.9% |
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