+21.2%
CHRW vs CHD
+2.2%
+19.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | +4.1% | -4.2% | +8.2% | +4.7% |
| 30D | +1.9% | -7.6% | +9.5% | +3.1% |
| 3M | -21.2% | -1.6% | -19.6% | -20.6% |
| 6M | -16.7% | -6.3% | -10.4% | -15.5% |
| YTD | -5.4% | +14.6% | -20.0% | -6.0% |
| 1Y | +21.2% | +1.6% | +19.6% | +24.0% |
| All | +21.2% | +2.2% | +19.0% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling