+42.5%
CI vs CHRW
+83.1%
-40.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.3% |
| 7D | +1.3% | -1.4% | +2.7% | +1.3% |
| 30D | +4.4% | -3.5% | +7.9% | +4.4% |
| 3M | +0.7% | -19.4% | +20.1% | +0.3% |
| 6M | +0.3% | -21.4% | +21.7% | -0.2% |
| YTD | +3.8% | -7.1% | +10.9% | +4.2% |
| 1Y | -5.5% | +17.8% | -23.3% | -3.8% |
| 3Y | +8.1% | +78.8% | -70.7% | +8.0% |
| All | +42.5% | +83.1% | -40.6% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling