+81.2%
CHRW vs CASY
+162.5%
-81.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.7% |
| 7D | -0.1% | +5.8% | -5.9% | -0.1% |
| 30D | -4.3% | +10.7% | -15.0% | -4.3% |
| 3M | -7.4% | -13.9% | +6.5% | -7.5% |
| 6M | -20.7% | -18.4% | -2.3% | -20.4% |
| YTD | -15.9% | +29.6% | -45.5% | -16.7% |
| 1Y | -9.9% | +32.8% | -42.7% | -10.9% |
| All | +81.2% | +162.5% | -81.3% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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