+57.5%
CHRW vs ALK
-31.3%
+88.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.0% |
| 3M | -9.6% | -19.0% | +9.4% | -6.7% |
| 6M | -17.0% | -0.2% | -16.8% | -18.4% |
| YTD | -15.4% | -23.5% | +8.1% | -13.3% |
| 1Y | -10.0% | -9.1% | -0.9% | -10.6% |
| 3Y | +82.2% | +12.0% | +70.1% | +65.6% |
| All | +57.5% | -31.3% | +88.8% | +54.8% |
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