+3,607.0%
CHRW vs ALK
+429.9%
+3,177.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | +0.6% | +9.0% | -8.5% | -1.5% |
| 30D | -7.3% | -1.6% | -5.6% | -7.2% |
| 3M | -14.2% | -23.2% | +9.0% | -9.5% |
| 6M | -25.1% | -3.9% | -21.2% | -25.7% |
| YTD | -21.2% | -22.6% | +1.4% | -18.6% |
| 1Y | -14.2% | -5.3% | -8.8% | -15.5% |
| 3Y | +63.5% | +18.6% | +44.9% | +46.2% |
| 5Y | +49.6% | -34.4% | +84.0% | +49.7% |
| 10Y | +129.4% | -40.8% | +170.2% | +111.9% |
| All | +3,607.0% | +429.9% | +3,177.1% | +1,111.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling