+123.6%
CHRW vs ALLE
+222.4%
-98.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | +0.6% | -0.6% | +1.1% | +0.8% |
| 30D | -7.3% | +25.3% | -32.6% | -14.3% |
| 3M | -14.2% | +10.3% | -24.5% | -17.3% |
| 6M | -25.1% | +38.0% | -63.1% | -33.6% |
| YTD | -21.2% | +17.8% | -38.9% | -26.3% |
| 1Y | -14.2% | +13.6% | -27.8% | -18.8% |
| 3Y | +63.5% | +89.2% | -25.7% | +27.5% |
| 5Y | +49.6% | +51.1% | -1.5% | +23.9% |
| All | +123.6% | +222.4% | -98.8% | +42.3% |
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