+27.8%
CL vs CHRW
-12.5%
+40.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.4% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | +11.6% | -9.4% | +20.9% | +11.6% |
| 3M | +5.6% | -13.3% | +18.9% | +5.5% |
| 6M | +13.2% | -24.2% | +37.3% | +12.7% |
| YTD | +26.9% | -18.9% | +45.8% | +28.4% |
| All | +27.8% | -12.5% | +40.3% | +27.9% |
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