+62.5%
CHRW vs CART
+39.2%
+23.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.5% |
| 7D | +4.7% | +1.2% | +3.5% | +4.7% |
| 30D | -2.6% | +17.8% | -20.4% | -3.2% |
| 3M | -8.0% | +20.7% | -28.7% | -8.7% |
| 6M | -19.0% | +49.7% | -68.7% | -20.4% |
| YTD | -15.5% | +30.0% | -45.5% | -16.7% |
| 1Y | -10.8% | +48.4% | -59.2% | -12.7% |
| 3Y | +79.8% | +132.0% | -52.2% | +73.0% |
| All | +62.5% | +39.2% | +23.2% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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