+86.0%
CHRW vs CHD
+4.0%
+82.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +1.9% |
| 7D | +1.9% | -2.9% | +4.8% | +2.3% |
| 30D | +0.9% | -6.2% | +7.1% | +1.7% |
| 3M | -19.9% | +1.6% | -21.4% | -19.9% |
| 6M | -15.8% | -3.5% | -12.3% | -15.4% |
| YTD | -5.6% | +16.2% | -21.8% | -6.8% |
| 1Y | +21.0% | +3.4% | +17.6% | +20.8% |
| 3Y | +86.0% | +4.6% | +81.4% | +84.1% |
| All | +86.0% | +4.0% | +82.1% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling