+81.2%
CHRW vs ILMN
+124.5%
-43.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +3.8% |
| 7D | -0.1% | -6.0% | +5.9% | +0.5% |
| 30D | -4.3% | -23.0% | +18.8% | -2.3% |
| 3M | -7.4% | +10.4% | -17.8% | -9.5% |
| 6M | -20.7% | +49.4% | -70.1% | -25.7% |
| YTD | -15.9% | +62.3% | -78.2% | -22.5% |
| 1Y | -9.9% | +73.7% | -83.6% | -17.8% |
| All | +81.2% | +124.5% | -43.3% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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