+67.4%
CHRW vs CLX
-14.7%
+82.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +0.6% | +13.6% | -13.0% | -1.5% |
| 30D | -7.3% | +23.4% | -30.6% | -10.4% |
| 3M | -14.2% | -2.8% | -11.3% | -13.7% |
| 6M | -25.1% | +14.0% | -39.1% | -27.0% |
| YTD | -21.2% | +4.2% | -25.3% | -22.4% |
| 1Y | -14.2% | -1.2% | -13.0% | -14.5% |
| All | +67.4% | -14.7% | +82.1% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling