-13.7%
CHRW vs CART
+51.1%
-64.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.4% | +0.3% | -3.7% | -3.4% |
| 30D | -9.4% | +22.4% | -31.8% | -9.5% |
| 3M | -12.6% | +15.6% | -28.3% | -12.7% |
| 6M | -24.2% | +44.9% | -69.1% | -24.5% |
| YTD | -18.9% | +30.0% | -48.9% | -22.1% |
| 1Y | -13.7% | +56.6% | -70.3% | -18.8% |
| All | -13.7% | +51.1% | -64.8% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling