+88.6%
CHRW vs CLX
-35.2%
+123.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.2% | +2.0% |
| 7D | +1.9% | -3.5% | +5.5% | +2.7% |
| 30D | +0.9% | -11.9% | +12.8% | +3.6% |
| 3M | -19.9% | -2.6% | -17.3% | -19.6% |
| 6M | -15.8% | -18.2% | +2.4% | -12.4% |
| YTD | -5.6% | -5.9% | +0.3% | -5.3% |
| 1Y | +21.0% | -23.8% | +44.9% | +27.5% |
| 3Y | +86.0% | -33.6% | +119.6% | +100.7% |
| 5Y | +88.6% | -35.7% | +124.3% | +103.7% |
| All | +88.6% | -35.2% | +123.8% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling