+1,791.2%
CI vs CHRW
+4,173.0%
-2,381.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.6% |
| 7D | +1.3% | -1.4% | +2.7% | +1.6% |
| 30D | +4.4% | -3.5% | +7.9% | +5.2% |
| 3M | +0.7% | -19.4% | +20.1% | +4.8% |
| 6M | +0.3% | -21.4% | +21.7% | +4.7% |
| YTD | +3.8% | -7.1% | +10.9% | +3.6% |
| 1Y | -5.5% | +17.8% | -23.3% | -12.3% |
| 3Y | +8.1% | +78.8% | -70.7% | -13.0% |
| 5Y | +42.8% | +83.5% | -40.7% | +11.3% |
| 10Y | +143.9% | +160.2% | -16.4% | +69.6% |
| All | +1,791.2% | +4,173.0% | -2,381.8% | +721.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling