+900.5%
CL vs CHRW
+3,613.5%
-2,713.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.1% | +0.6% |
| 7D | +5.9% | +0.7% | +5.2% | +5.8% |
| 30D | +13.8% | -5.0% | +18.7% | +14.5% |
| 3M | +6.4% | -16.1% | +22.5% | +8.9% |
| 6M | +15.6% | -22.6% | +38.3% | +19.1% |
| YTD | +27.9% | -19.3% | +47.2% | +29.8% |
| 1Y | +31.4% | -14.9% | +46.3% | +32.1% |
| 3Y | +41.4% | +68.0% | -26.7% | +23.8% |
| 5Y | +42.8% | +53.2% | -10.4% | +25.2% |
| 10Y | +79.7% | +134.8% | -55.2% | +42.5% |
| All | +900.5% | +3,613.5% | -2,713.1% | +341.1% |
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