-44.8%
CHTR vs CHRW
+21.9%
-66.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -4.1% | +3.5% | -7.6% | -4.3% |
| 30D | -3.0% | +4.6% | -7.6% | -3.2% |
| 3M | +4.8% | -19.7% | +24.5% | +6.1% |
| 6M | -35.0% | -12.4% | -22.6% | -34.7% |
| YTD | -30.2% | -3.9% | -26.3% | -29.4% |
| 1Y | -44.8% | +18.4% | -63.2% | -42.8% |
| All | -44.8% | +21.9% | -66.7% | -42.8% |
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