+17.1%
CI vs CHRW
-12.5%
+29.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.4% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +4.7% | -9.4% | +14.0% | +5.6% |
| 3M | +5.2% | -13.3% | +18.5% | +6.4% |
| 6M | +3.8% | -24.2% | +27.9% | +5.4% |
| YTD | +9.2% | -18.9% | +28.1% | +10.2% |
| All | +17.1% | -12.5% | +29.6% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling