-13.7%
CHRW vs ALK
-4.9%
-8.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.1% | -4.2% | +1.7% |
| 7D | +0.2% | +8.9% | -8.7% | -1.3% |
| 30D | -9.4% | +5.9% | -15.3% | -10.5% |
| 3M | -13.3% | -16.5% | +3.3% | -11.1% |
| 6M | -24.2% | +2.1% | -26.3% | -26.7% |
| YTD | -18.9% | -17.1% | -1.8% | -17.9% |
| All | -13.7% | -4.9% | -8.8% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling