+41.1%
CLS vs CHRW
+16.7%
+24.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +4.6% | -1.8% | +6.4% | +4.8% |
| 30D | -13.9% | -3.9% | -10.0% | -13.5% |
| 3M | -26.6% | -19.7% | -6.8% | -24.9% |
| 6M | +15.4% | -21.7% | +37.1% | +18.2% |
| YTD | +5.7% | -7.5% | +13.2% | +6.6% |
| 1Y | +41.1% | +17.3% | +23.8% | +47.6% |
| All | +41.1% | +16.7% | +24.4% | +47.6% |
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