-82.1%
CHTR vs CHRW
+94.0%
-176.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.7% | +4.8% |
| 7D | -7.1% | +4.4% | -11.5% | -7.8% |
| 30D | -10.9% | +5.5% | -16.4% | -11.6% |
| 3M | +2.0% | -17.3% | +19.3% | +4.6% |
| 6M | -35.9% | -12.7% | -23.3% | -35.1% |
| YTD | -32.7% | -4.1% | -28.5% | -33.2% |
| 1Y | -46.6% | +21.2% | -67.8% | -49.3% |
| 3Y | -66.7% | +88.9% | -155.6% | -71.7% |
| 5Y | -82.1% | +93.1% | -175.2% | -84.1% |
| All | -82.1% | +94.0% | -176.1% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling