+61.3%
CHRW vs CCJ
+182.9%
-121.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.6% |
| 7D | -0.1% | +3.7% | -3.7% | -0.2% |
| 30D | -4.3% | -13.7% | +9.4% | -3.7% |
| 3M | -7.4% | -24.7% | +17.3% | -6.3% |
| 6M | -20.7% | -38.1% | +17.4% | -18.9% |
| YTD | -15.9% | -18.8% | +2.9% | -15.5% |
| 1Y | -9.9% | -19.5% | +9.6% | -9.5% |
| 3Y | +79.0% | +75.9% | +3.1% | +65.8% |
| 5Y | +61.3% | +173.1% | -111.8% | +32.5% |
| All | +61.3% | +182.9% | -121.5% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling