+76.3%
CL vs CHRW
+131.6%
-55.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.1% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | +11.6% | -9.4% | +20.9% | +12.7% |
| 3M | +5.6% | -13.3% | +18.9% | +7.0% |
| 6M | +13.2% | -24.2% | +37.3% | +15.8% |
| YTD | +26.9% | -18.9% | +45.8% | +27.9% |
| 1Y | +27.3% | -12.4% | +39.7% | +26.8% |
| 3Y | +39.7% | +72.2% | -32.5% | +22.7% |
| 5Y | +41.3% | +53.4% | -12.1% | +24.4% |
| 10Y | +76.3% | +127.0% | -50.7% | +42.5% |
| All | +76.3% | +131.6% | -55.3% | +42.5% |
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