+129.8%
CHRW vs ALLE
+208.6%
-78.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +4.7% | +1.6% | +3.2% | +4.2% |
| 30D | -2.6% | +24.1% | -26.7% | -9.7% |
| 3M | -8.0% | +14.8% | -22.8% | -12.5% |
| 6M | -19.0% | +45.9% | -64.9% | -29.5% |
| YTD | -15.5% | +20.7% | -36.2% | -21.7% |
| 1Y | -10.8% | +14.2% | -25.0% | -15.8% |
| 3Y | +79.8% | +90.7% | -10.9% | +40.0% |
| 5Y | +59.3% | +50.6% | +8.7% | +32.1% |
| All | +129.8% | +208.6% | -78.7% | +47.4% |
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