+4,266.9%
CHRW vs CLX
+453.7%
+3,813.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | -1.4% | -9.2% | +7.8% | +1.0% |
| 30D | -3.5% | -11.0% | +7.6% | -0.6% |
| 3M | -19.4% | +5.0% | -24.4% | -20.7% |
| 6M | -21.4% | -18.8% | -2.6% | -17.7% |
| YTD | -7.1% | -4.4% | -2.7% | -7.0% |
| 1Y | +17.8% | -21.9% | +39.7% | +24.1% |
| 3Y | +78.8% | -32.8% | +111.5% | +93.6% |
| 5Y | +83.5% | -34.6% | +118.1% | +97.2% |
| 10Y | +160.2% | -4.7% | +164.9% | +142.3% |
| All | +4,266.9% | +453.7% | +3,813.2% | +2,417.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling