+140.4%
CI vs CHRW
+168.2%
-27.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.1% |
| 7D | -2.0% | +1.9% | -4.0% | -2.3% |
| 30D | -1.8% | +0.9% | -2.8% | -2.0% |
| 3M | -4.2% | -19.9% | +15.6% | -1.7% |
| 6M | +2.7% | -15.8% | +18.5% | +4.4% |
| YTD | +1.9% | -5.6% | +7.5% | +1.5% |
| 1Y | -6.3% | +21.0% | -27.3% | -11.1% |
| 3Y | +3.9% | +86.0% | -82.2% | -13.7% |
| 5Y | +41.9% | +88.6% | -46.8% | +12.0% |
| 10Y | +140.4% | +169.3% | -28.9% | +59.9% |
| All | +140.4% | +168.2% | -27.8% | +59.9% |
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