-35.3%
CLS vs CHRW
-12.5%
-22.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.9% | +4.9% | +7.5% |
| 7D | -10.6% | +0.2% | -10.8% | -10.4% |
| 30D | -38.4% | -9.4% | -29.1% | -37.9% |
| 3M | -29.9% | -13.3% | -16.6% | -29.0% |
| 6M | -40.6% | -24.2% | -16.5% | -39.0% |
| YTD | -24.6% | -18.9% | -5.7% | -33.8% |
| All | -35.3% | -12.5% | -22.8% | -47.7% |
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