+78.2%
CHRW vs CVE
+72.1%
+6.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | -1.4% | +2.5% | -3.9% | -1.7% |
| 30D | -3.5% | +16.7% | -20.2% | -5.1% |
| 3M | -19.4% | +9.3% | -28.7% | -20.3% |
| 6M | -21.4% | +43.6% | -65.0% | -25.7% |
| YTD | -7.1% | +93.6% | -100.7% | -15.8% |
| 1Y | +17.8% | +98.8% | -80.9% | +5.9% |
| All | +78.2% | +72.1% | +6.1% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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