-5.7%
CL vs CHRW
-22.9%
+17.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.5% |
| 7D | -2.2% | -1.4% | -0.8% | -2.1% |
| 30D | -4.8% | -3.5% | -1.4% | -4.7% |
| 3M | +4.9% | -19.4% | +24.3% | +4.9% |
| 6M | -5.7% | -21.4% | +15.7% | -7.2% |
| All | -5.7% | -22.9% | +17.1% | -7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling