+63.5%
CHRW vs ALK
+16.0%
+47.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | +0.6% | +9.0% | -8.5% | -0.8% |
| 30D | -7.3% | -1.6% | -5.6% | -7.2% |
| 3M | -14.2% | -23.2% | +9.0% | -11.2% |
| 6M | -25.1% | -3.9% | -21.2% | -25.8% |
| YTD | -21.2% | -22.6% | +1.4% | -19.8% |
| 1Y | -14.2% | -5.3% | -8.8% | -15.1% |
| 3Y | +63.5% | +18.6% | +44.9% | +59.4% |
| All | +63.5% | +16.0% | +47.6% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling