+86.0%
CHRW vs CCJ
+174.2%
-88.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.4% | +1.7% |
| 7D | +1.9% | +5.9% | -4.0% | +1.9% |
| 30D | +0.9% | +4.7% | -3.8% | +0.9% |
| 3M | -19.9% | -3.3% | -16.6% | -19.8% |
| 6M | -15.8% | -7.0% | -8.8% | -15.7% |
| YTD | -5.6% | +11.5% | -17.0% | -5.0% |
| 1Y | +21.0% | +32.3% | -11.2% | +22.3% |
| 3Y | +86.0% | +176.8% | -90.8% | +84.3% |
| All | +86.0% | +174.2% | -88.2% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling