+4,266.9%
CHRW vs LEN
+1,388.8%
+2,878.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -1.4% | -3.2% | +1.8% | -0.8% |
| 30D | -3.5% | -4.9% | +1.4% | -2.5% |
| 3M | -19.4% | -8.5% | -10.9% | -18.3% |
| 6M | -21.4% | -20.7% | -0.7% | -18.0% |
| YTD | -7.1% | -17.4% | +10.3% | -4.2% |
| 1Y | +17.8% | -38.2% | +56.1% | +28.5% |
| 3Y | +78.8% | -24.9% | +103.6% | +84.1% |
| 5Y | +83.5% | -11.4% | +95.0% | +79.7% |
| 10Y | +160.2% | +110.0% | +50.2% | +98.7% |
| All | +4,266.9% | +1,388.8% | +2,878.0% | +1,475.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling