+158.7%
CI vs CHRW
+127.5%
+31.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.3% |
| 7D | -1.6% | +0.6% | -2.1% | -1.7% |
| 30D | +5.4% | -7.3% | +12.7% | +6.4% |
| 3M | +7.3% | -14.2% | +21.4% | +9.2% |
| 6M | +5.3% | -25.1% | +30.4% | +8.6% |
| YTD | +8.5% | -21.2% | +29.6% | +10.5% |
| 1Y | +17.1% | -14.2% | +31.3% | +17.7% |
| 3Y | +1.4% | +63.5% | -62.1% | -15.1% |
| 5Y | +50.5% | +49.6% | +0.9% | +24.5% |
| All | +158.7% | +127.5% | +31.3% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling