+72.6%
CHRW vs CHD
+29.0%
+43.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -3.4% | +2.4% | -5.8% | -3.6% |
| 30D | -9.4% | +13.9% | -23.3% | -10.7% |
| 3M | -12.6% | +8.5% | -21.2% | -13.4% |
| 6M | -24.2% | +20.4% | -44.5% | -25.8% |
| YTD | -18.9% | +34.5% | -53.4% | -21.4% |
| 1Y | -13.7% | +33.8% | -47.4% | -16.4% |
| 3Y | +72.6% | +29.1% | +43.4% | +68.1% |
| All | +72.6% | +29.0% | +43.5% | +68.1% |
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