+86.0%
CHRW vs LEN
-25.9%
+112.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +2.5% |
| 7D | +1.9% | -2.9% | +4.8% | +2.5% |
| 30D | +0.9% | -8.9% | +9.8% | +2.8% |
| 3M | -19.9% | -10.9% | -9.0% | -18.2% |
| 6M | -15.8% | -19.7% | +3.9% | -12.4% |
| YTD | -5.6% | -20.6% | +15.0% | -1.8% |
| 1Y | +21.0% | -42.4% | +63.5% | +34.5% |
| 3Y | +86.0% | -26.5% | +112.6% | +87.8% |
| All | +86.0% | -25.9% | +112.0% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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