+878.9%
CL vs CHRW
+3,527.3%
-2,648.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -1.8% |
| 7D | +1.3% | +0.6% | +0.8% | +1.2% |
| 30D | +11.4% | -7.3% | +18.6% | +12.5% |
| 3M | +4.4% | -14.2% | +18.6% | +6.5% |
| 6M | +10.8% | -25.1% | +35.9% | +14.7% |
| YTD | +25.1% | -21.2% | +46.3% | +27.5% |
| 1Y | +28.0% | -14.2% | +42.1% | +28.5% |
| 3Y | +37.6% | +63.5% | -25.9% | +21.0% |
| 5Y | +39.7% | +49.6% | -9.9% | +22.9% |
| 10Y | +75.8% | +129.4% | -53.6% | +39.9% |
| All | +878.9% | +3,527.3% | -2,648.4% | +333.2% |
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 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