+62.5%
CHRW vs CART
+40.2%
+22.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +7.3% | +1.3% | +6.0% | +7.2% |
| 30D | -3.6% | +19.2% | -22.7% | -4.2% |
| 3M | -9.6% | +17.6% | -27.1% | -10.2% |
| 6M | -17.0% | +47.4% | -64.4% | -18.4% |
| YTD | -15.4% | +30.9% | -46.3% | -16.7% |
| 1Y | -10.0% | +46.0% | -56.0% | -11.8% |
| 3Y | +82.2% | +130.3% | -48.2% | +75.3% |
| All | +62.5% | +40.2% | +22.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling