+49.3%
CI vs CHRW
+62.5%
-13.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.7% |
| 7D | -1.7% | +4.7% | -6.5% | -1.7% |
| 30D | +4.9% | -2.6% | +7.5% | +4.9% |
| 3M | +7.4% | -8.0% | +15.4% | +7.3% |
| 6M | +0.4% | -19.0% | +19.4% | +0.2% |
| YTD | +9.5% | -15.5% | +24.9% | +9.8% |
| 1Y | +12.0% | -10.8% | +22.8% | +12.7% |
| 3Y | +7.1% | +79.8% | -72.7% | +5.5% |
| 5Y | +49.3% | +59.3% | -9.9% | +43.6% |
| All | +49.3% | +62.5% | -13.2% | +43.6% |
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