+231.8%
CHRW vs ALLE
+260.9%
-29.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.7% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -3.5% | -6.8% | +3.3% | -1.2% |
| 3M | -19.4% | +21.0% | -40.4% | -24.9% |
| 6M | -21.4% | +1.1% | -22.5% | -22.1% |
| YTD | -7.1% | -0.5% | -6.6% | -7.8% |
| 1Y | +17.8% | -7.3% | +25.1% | +19.7% |
| 3Y | +78.8% | +42.3% | +36.5% | +54.9% |
| 5Y | +83.5% | +13.5% | +70.1% | +68.3% |
| 10Y | +160.2% | +144.0% | +16.2% | +80.6% |
| All | +231.8% | +260.9% | -29.1% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling