+123.6%
CHRW vs ALK
-41.7%
+165.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | +0.6% | +9.0% | -8.5% | -0.9% |
| 30D | -7.3% | -1.6% | -5.6% | -7.2% |
| 3M | -14.2% | -23.2% | +9.0% | -10.7% |
| 6M | -25.1% | -3.9% | -21.2% | -25.6% |
| YTD | -21.2% | -22.6% | +1.4% | -19.3% |
| 1Y | -14.2% | -5.3% | -8.8% | -15.1% |
| 3Y | +63.5% | +18.6% | +44.9% | +50.7% |
| 5Y | +49.6% | -34.4% | +84.0% | +49.7% |
| All | +123.6% | -41.7% | +165.3% | +133.3% |
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