+35.1%
CLS vs CHRW
+20.6%
+14.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +4.0% | +5.4% |
| 7D | +12.8% | +1.9% | +10.8% | +12.5% |
| 30D | +3.8% | +0.9% | +2.9% | +3.7% |
| 3M | -14.6% | -19.9% | +5.2% | -12.6% |
| 6M | +32.2% | -15.8% | +48.0% | +34.1% |
| YTD | +11.6% | -5.6% | +17.2% | +12.0% |
| 1Y | +35.1% | +21.0% | +14.0% | +37.4% |
| All | +35.1% | +20.6% | +14.5% | +37.4% |
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