+2,944.0%
CLS vs CHRW
+168.2%
+2,775.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +4.0% | +5.2% |
| 7D | +12.8% | +1.9% | +10.8% | +12.3% |
| 30D | +3.8% | +0.9% | +2.9% | +3.6% |
| 3M | -14.6% | -19.9% | +5.2% | -10.1% |
| 6M | +32.2% | -15.8% | +48.0% | +36.5% |
| YTD | +11.6% | -5.6% | +17.2% | +10.7% |
| 1Y | +35.1% | +21.0% | +14.0% | +23.8% |
| 3Y | +1,312.5% | +86.0% | +1,226.5% | +989.7% |
| 5Y | +3,542.1% | +88.6% | +3,453.4% | +2,630.6% |
| 10Y | +2,944.0% | +169.3% | +2,774.7% | +1,894.2% |
| All | +2,944.0% | +168.2% | +2,775.8% | +1,894.2% |
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 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