+316.4%
CHTR vs CHRW
+270.1%
+46.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.5% |
| 7D | -0.3% | +1.9% | -2.2% | -0.8% |
| 30D | -4.5% | +0.9% | -5.4% | -4.8% |
| 3M | +10.2% | -19.9% | +30.1% | +15.3% |
| 6M | -37.2% | -15.8% | -21.4% | -35.4% |
| YTD | -30.2% | -5.6% | -24.6% | -30.7% |
| 1Y | -44.8% | +21.0% | -65.8% | -49.0% |
| 3Y | -65.5% | +86.0% | -151.5% | -72.4% |
| 5Y | -81.8% | +88.6% | -170.4% | -85.8% |
| 10Y | -45.8% | +169.3% | -215.0% | -64.1% |
| All | +316.4% | +270.1% | +46.3% | +146.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling