-29.6%
CLS vs CHRW
-10.6%
-19.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.2% | -9.3% | -9.1% |
| 7D | -21.1% | +4.9% | -26.0% | -21.5% |
| 30D | -38.2% | -4.8% | -33.4% | -38.1% |
| 3M | -36.3% | -13.1% | -23.2% | -35.3% |
| 6M | -43.8% | -16.3% | -27.5% | -43.4% |
| YTD | -20.0% | -15.8% | -4.2% | -30.2% |
| 1Y | -29.6% | -11.1% | -18.5% | -44.4% |
| All | -29.6% | -10.6% | -19.0% | -44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling