+39.7%
CL vs CHRW
+68.5%
-28.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.3% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | +11.6% | -9.4% | +20.9% | +11.9% |
| 3M | +5.6% | -13.3% | +18.9% | +5.9% |
| 6M | +13.2% | -24.2% | +37.3% | +13.6% |
| YTD | +26.9% | -18.9% | +45.8% | +26.7% |
| 1Y | +27.3% | -12.4% | +39.7% | +26.6% |
| 3Y | +39.7% | +72.2% | -32.5% | +32.4% |
| All | +39.7% | +68.5% | -28.8% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling