+1,914.6%
CLS vs CHRW
+128.6%
+1,785.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.4% | -5.4% |
| 7D | +16.3% | +7.3% | +9.0% | +14.3% |
| 30D | -25.7% | -3.6% | -22.1% | -25.2% |
| 3M | -30.9% | -9.6% | -21.3% | -29.6% |
| 6M | -35.5% | -17.0% | -18.5% | -33.6% |
| YTD | -18.7% | -15.4% | -3.3% | -17.7% |
| 1Y | -17.9% | -10.0% | -7.9% | -18.3% |
| 3Y | +838.1% | +82.2% | +755.9% | +612.6% |
| 5Y | +1,971.9% | +59.4% | +1,912.5% | +1,525.7% |
| All | +1,914.6% | +128.6% | +1,785.9% | +1,243.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling