+794.8%
CL vs CHRW
+4,173.0%
-3,378.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.6% |
| 7D | -2.2% | -1.4% | -0.8% | -2.0% |
| 30D | -4.8% | -3.5% | -1.4% | -4.3% |
| 3M | +4.9% | -19.4% | +24.3% | +8.0% |
| 6M | -5.7% | -21.4% | +15.7% | -2.8% |
| YTD | +14.4% | -7.1% | +21.5% | +14.1% |
| 1Y | +8.7% | +17.8% | -9.1% | +3.7% |
| 3Y | +30.0% | +78.8% | -48.8% | +13.3% |
| 5Y | +28.4% | +83.5% | -55.2% | +9.6% |
| 10Y | +50.1% | +160.2% | -110.1% | +17.7% |
| All | +794.8% | +4,173.0% | -3,378.2% | +287.5% |
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 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