+174.5%
CHRW vs CLX
-3.8%
+178.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | +4.1% | -4.9% | +9.0% | +5.0% |
| 30D | +1.9% | -15.8% | +17.7% | +5.2% |
| 3M | -21.2% | -7.9% | -13.2% | -20.1% |
| 6M | -16.7% | -19.0% | +2.4% | -13.7% |
| YTD | -5.4% | -7.9% | +2.6% | -4.6% |
| 1Y | +21.2% | -25.4% | +46.5% | +27.2% |
| 3Y | +86.5% | -35.0% | +121.5% | +99.6% |
| 5Y | +93.0% | -36.8% | +129.8% | +105.3% |
| 10Y | +174.5% | -1.4% | +175.9% | +168.7% |
| All | +174.5% | -3.8% | +178.3% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling