+86.8%
CHRW vs ALK
-25.3%
+112.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.5% | +0.8% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | -3.5% | -19.2% | +15.8% | -0.1% |
| 3M | -19.4% | -1.5% | -17.9% | -20.0% |
| 6M | -21.4% | -13.1% | -8.3% | -20.8% |
| YTD | -7.1% | -16.4% | +9.3% | -6.0% |
| 1Y | +17.8% | -33.1% | +50.9% | +23.4% |
| 3Y | +78.8% | +0.6% | +78.2% | +69.1% |
| All | +86.8% | -25.3% | +112.1% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling