+86.0%
CHRW vs CLX
-35.1%
+121.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | +4.1% | -4.9% | +9.0% | +4.9% |
| 30D | +1.9% | -15.8% | +17.7% | +4.8% |
| 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% | -4.9% |
| 1Y | +21.2% | -25.4% | +46.5% | +26.9% |
| All | +86.0% | -35.1% | +121.1% | +101.2% |
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