+188.4%
CHRW vs ALLE
+331.3%
-143.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.3% | -3.2% |
| 7D | +0.7% | 0.0% | +0.6% | +0.7% |
| 30D | -5.0% | +20.6% | -25.6% | -11.0% |
| 3M | -16.1% | +11.4% | -27.5% | -19.4% |
| 6M | -22.6% | +42.5% | -65.2% | -32.0% |
| YTD | -19.3% | +18.9% | -38.2% | -24.7% |
| 1Y | -14.9% | +14.2% | -29.1% | -19.6% |
| 3Y | +68.0% | +90.7% | -22.7% | +31.5% |
| 5Y | +53.2% | +52.5% | +0.7% | +27.2% |
| 10Y | +134.8% | +231.2% | -96.4% | +47.4% |
| All | +188.4% | +331.3% | -143.0% | +64.3% |
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