+4,266.9%
CHRW vs CCJ
+2,270.0%
+1,996.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -1.4% | +0.7% | -2.1% | -1.5% |
| 30D | -3.5% | +6.9% | -10.3% | -4.6% |
| 3M | -19.4% | -11.6% | -7.8% | -18.3% |
| 6M | -21.4% | -16.2% | -5.2% | -20.1% |
| YTD | -7.1% | +10.1% | -17.2% | -10.0% |
| 1Y | +17.8% | +32.3% | -14.5% | +9.5% |
| 3Y | +78.8% | +171.3% | -92.5% | +40.6% |
| 5Y | +83.5% | +372.4% | -288.9% | +24.6% |
| 10Y | +160.2% | +1,070.0% | -909.8% | +33.6% |
| All | +4,266.9% | +2,270.0% | +1,996.9% | +1,681.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling