+67.4%
CHRW vs CART
+111.7%
-44.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -4.0% |
| 7D | +0.7% | +1.2% | -0.5% | +0.6% |
| 30D | -5.0% | +27.1% | -32.1% | -5.9% |
| 3M | -16.1% | +27.4% | -43.5% | -17.0% |
| 6M | -22.6% | +32.1% | -54.8% | -23.7% |
| YTD | -19.3% | +28.5% | -47.8% | -20.5% |
| 1Y | -14.9% | +58.8% | -73.7% | -17.2% |
| All | +67.4% | +111.7% | -44.3% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling