+142.2%
CI vs CHRW
+131.6%
+10.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.3% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +4.7% | -9.4% | +14.0% | +5.9% |
| 3M | +5.2% | -13.3% | +18.5% | +7.0% |
| 6M | +3.8% | -24.2% | +27.9% | +6.8% |
| YTD | +9.2% | -18.9% | +28.1% | +10.8% |
| 1Y | +14.3% | -12.4% | +26.6% | +14.5% |
| 3Y | +8.4% | +72.2% | -63.8% | -10.1% |
| 5Y | +50.0% | +53.4% | -3.3% | +24.0% |
| 10Y | +142.2% | +127.0% | +15.2% | +72.9% |
| All | +142.2% | +131.6% | +10.6% | +72.9% |
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