+4,418.9%
CHRW vs LUMN
+23.2%
+4,395.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | +3.5% | +2.5% | +1.0% | +3.2% |
| 30D | +4.6% | +10.3% | -5.7% | +3.2% |
| 3M | -19.7% | -18.3% | -1.5% | -18.1% |
| 6M | -12.4% | +4.4% | -16.8% | -14.2% |
| YTD | -3.9% | -10.7% | +6.8% | -5.2% |
| 1Y | +18.4% | +14.0% | +4.4% | +11.3% |
| 3Y | +88.8% | +406.6% | -317.7% | +16.5% |
| 5Y | +93.5% | -36.8% | +130.3% | +74.2% |
| 10Y | +178.8% | -56.2% | +234.9% | +146.3% |
| All | +4,418.9% | +23.2% | +4,395.8% | +2,419.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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