+4,266.9%
CHRW vs ALK
+472.1%
+3,794.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.5% | +0.7% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | -3.5% | -19.2% | +15.8% | +1.1% |
| 3M | -19.4% | -1.5% | -17.9% | -20.0% |
| 6M | -21.4% | -13.1% | -8.3% | -20.4% |
| YTD | -7.1% | -16.4% | +9.3% | -5.4% |
| 1Y | +17.8% | -33.1% | +50.9% | +25.4% |
| 3Y | +78.8% | +0.6% | +78.2% | +66.5% |
| 5Y | +83.5% | -26.4% | +109.9% | +78.9% |
| 10Y | +160.2% | -34.2% | +194.4% | +135.1% |
| All | +4,266.9% | +472.1% | +3,794.8% | +1,308.0% |
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