+127.0%
CHRW vs ALLE
+233.6%
-106.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.2% | +2.0% |
| 7D | +0.2% | -0.6% | +0.8% | +0.4% |
| 30D | -9.4% | +26.6% | -36.0% | -16.5% |
| 3M | -13.3% | +13.2% | -26.4% | -17.1% |
| 6M | -24.2% | +42.9% | -67.0% | -33.5% |
| YTD | -18.9% | +21.0% | -39.9% | -24.9% |
| 1Y | -12.4% | +15.2% | -27.5% | -17.5% |
| 3Y | +72.2% | +95.6% | -23.4% | +32.8% |
| 5Y | +53.4% | +53.4% | 0.0% | +26.4% |
| 10Y | +127.0% | +221.5% | -94.5% | +44.5% |
| All | +127.0% | +233.6% | -106.7% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling