+177.7%
CHRW vs CCJ
+1,074.4%
-896.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.5% |
| 7D | +4.4% | -3.2% | +7.5% | +4.6% |
| 30D | +5.5% | -1.3% | +6.8% | +5.5% |
| 3M | -17.3% | +2.5% | -19.8% | -17.6% |
| 6M | -12.7% | -18.9% | +6.2% | -11.7% |
| YTD | -4.1% | +6.5% | -10.6% | -5.1% |
| 1Y | +21.2% | +22.8% | -1.6% | +18.2% |
| 3Y | +88.9% | +164.5% | -75.6% | +68.8% |
| 5Y | +93.1% | +303.7% | -210.6% | +62.1% |
| All | +177.7% | +1,074.4% | -896.8% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling