+3,695.2%
CHRW vs ALK
+426.6%
+3,268.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.4% |
| 7D | +0.7% | +7.1% | -6.4% | -1.0% |
| 30D | -5.0% | -3.0% | -2.0% | -4.6% |
| 3M | -16.1% | -25.6% | +9.5% | -10.9% |
| 6M | -22.6% | +0.5% | -23.1% | -24.1% |
| YTD | -19.3% | -23.1% | +3.8% | -16.6% |
| 1Y | -14.9% | -7.5% | -7.4% | -15.8% |
| 3Y | +68.0% | +15.3% | +52.7% | +51.2% |
| 5Y | +53.2% | -34.8% | +87.9% | +53.5% |
| 10Y | +134.8% | -41.2% | +176.0% | +117.2% |
| All | +3,695.2% | +426.6% | +3,268.5% | +1,142.0% |
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