+61.2%
CHRW vs CAI
-7.1%
+68.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | -1.4% | -2.2% | +0.8% | -1.3% |
| 30D | -3.5% | +52.4% | -55.9% | -6.4% |
| 3M | -19.4% | +45.1% | -64.5% | -21.6% |
| 6M | -21.4% | +26.2% | -47.6% | -23.0% |
| YTD | -7.1% | -7.1% | -0.1% | -6.9% |
| 1Y | +17.8% | -31.0% | +48.9% | +18.8% |
| All | +61.2% | -7.1% | +68.4% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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