+4,266.9%
CHRW vs CASY
+7,592.2%
-3,325.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -3.5% | -11.3% | +7.9% | -0.7% |
| 3M | -19.4% | -0.6% | -18.8% | -20.1% |
| 6M | -21.4% | +10.7% | -32.1% | -24.5% |
| YTD | -7.1% | +37.1% | -44.3% | -15.7% |
| 1Y | +17.8% | +52.3% | -34.5% | +3.6% |
| 3Y | +78.8% | +215.2% | -136.4% | +26.5% |
| 5Y | +83.5% | +276.5% | -193.0% | +22.6% |
| 10Y | +160.2% | +508.4% | -348.1% | +46.5% |
| All | +4,266.9% | +7,592.2% | -3,325.3% | +968.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling