-41.4%
CHTR vs CHRW
+17.2%
-58.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -1.1% | -1.4% | +0.3% | -1.0% |
| 30D | -0.8% | -3.5% | +2.7% | -0.5% |
| 3M | +17.8% | -19.4% | +37.2% | +19.2% |
| 6M | -34.5% | -21.4% | -13.1% | -33.8% |
| YTD | -27.2% | -7.1% | -20.1% | -26.2% |
| 1Y | -41.4% | +17.8% | -59.3% | -37.8% |
| All | -41.4% | +17.2% | -58.7% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling