+55.6%
CHRW vs ALLE
+53.5%
+2.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -9.4% | +25.9% | -35.3% | -16.6% |
| 3M | -12.6% | +14.9% | -27.5% | -17.1% |
| 6M | -24.2% | +42.1% | -66.3% | -33.8% |
| YTD | -18.9% | +20.4% | -39.2% | -25.0% |
| 1Y | -13.7% | +14.9% | -28.5% | -18.8% |
| 3Y | +72.6% | +90.1% | -17.5% | +31.3% |
| 5Y | +55.6% | +53.0% | +2.6% | +26.7% |
| All | +55.6% | +53.5% | +2.1% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling